Realising the future: Forecasting with high-frequency-based volatility (heavy) models

Journal of Applied Econometrics

Volumn 25, Issue 2, 2010, Pages 197-231

  Neil, Shephard ^a,b   Kevin, Sheppard ^a,b  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 75849116303     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.1158     Document Type: Article

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