Fingerprint
Dive into the research topics of 'A novel cluster HAR-type model for forecasting realized volatility'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
A novel cluster HAR-type model for forecasting realized volatility
Xingzhi Yao*, Marwan Izzeldin, Zhenxiong Li
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review
12
Citations
(Scopus)