Forecasting the realized range-based volatility using dynamic model averaging approach

By Jing Liu, Yu Wei, Feng Maa, M. Wahab. 2017

52 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/baa7571ee553daee5facd4b488a5e9453c5f0e87