Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution

By Makoto Takahashi, Toshiaki Watanabe, Yasuhiro Omori. 2016

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1c30044844be0f4ba17dff5178348d92cc09ee76