Publication detail

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.,
Type: Articles in journals with impact factor
Year: 2017
Number: 0
ISSN / ISBN:
Published in: Journal of Forecasting, 36, pp.181–206, preprint PDF
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Keywords:
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Suggested Citation:
Abstract:
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