Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models

被引：0
|
作者：
Racicot, Francois-Eric [1 ]
Theoret, Raymond [2 ]
Coen, Alain [2 ]
机构：
[1] Univ Quebec, Dept Business Adm, Outaouais, PQ, Canada
[2] Univ Quebec, Ecole Sci Gest, Montreal, PQ, Canada
来源：
INTERNATIONAL ADVANCES IN ECONOMIC RESEARCH | 2007年 / 13卷 / 02期
关键词：
D O I：
10.1007/s11294-007-9079-x
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：243 / 244
页数：2
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