G. Cubadda, Alain Hecq, Antonio Riccardo
{"title":"Forecasting realized volatility measures with multivariate and univariate models","authors":"G. Cubadda, Alain Hecq, Antonio Riccardo","doi":"10.4324/9781315162737-12","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":380412,"journal":{"name":"Financial Mathematics, Volatility and Covariance Modelling","volume":"4 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-06-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Financial Mathematics, Volatility and Covariance Modelling","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.4324/9781315162737-12","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1