Time‐Varying Parameter Realized Volatility Models
From MaRDI portal
Publication:4687622
DOI10.1002/for.2454zbMath1397.62161MaRDI QIDQ4687622
Zhiyuan Pan, Chongfeng Wu, Yudong Wang
Publication date: 12 October 2018
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.2454
62P20: Applications of statistics to economics
62G10: Nonparametric hypothesis testing
91B84: Economic time series analysis
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