A vector heterogeneous autoregressive index model for realized volatility measures

• 期刊名称International Journal of Forecasting
• 作者Cubadda, Gianluca; Guardabascio, Barbara; Hecq, Alain
• 卷第33卷
• 期第2期
• 印刷ISSN0169-2070
• 文件大小448.41KB
• 发表时间2017-04
• DOI10.1016/j.ijforecast.2016.09.002
• 页码337-344