Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment (Q292001)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment |
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Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment (English)
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10 June 2016
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realized volatility
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long-memory stochastic volatility model
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high-frequency data
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seasonal adjustment
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