On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model
| Author(s): | doc. PhDr. Jozef Baruník Ph.D., PhDr. František Čech Ph.D., |
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| Type: | Articles in journals with impact factor |
| Year: | 2017 |
| Number: | 0 |
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| Published in: | Journal of Forecasting, 36, pp.181–206, preprint PDF |
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