A Mixture Multiplicative Error Model for Realized Volatility
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Financial Econometrics
سال: 2006
ISSN: 1479-8409,1479-8417
DOI: 10.1093/jjfinec/nbl001