A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility (Q4687543)
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scientific article; zbMATH DE number 6952453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility |
scientific article; zbMATH DE number 6952453 |
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A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility (English)
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12 October 2018
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volatility
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long-memory
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forecasting
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quasi-maximum likelihood estimation
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