HAR Modeling for Realized Volatility Forecasting
Series
Wiley handbooks in financial engineering and econometrics
ISBN
978-0-470-87251-2
Type
book section
Date Issued
2012
Author(s)
Editor(s)
Bauwens, Luc
Hafner, Christian
Laurent, Sebastien
Language
English
HSG Classification
contribution to scientific community
HSG Profile Area
SEPS - Quantitative Economic Methods
Refereed
No
Book title
Handbook of Volatility Models and their Applications
Publisher
Wiley
Publisher place
Hoboken, N.J.
Number
3
Start page
363
End page
382
Pages
20
Subject(s)
Eprints ID
209933