Modelling and Forecasting Noisy Realized Volatility

M Asai, Michael McAleer, MC Medeiros

Research output: Contribution to journalArticleAcademicpeer-review

32 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Modelling and Forecasting Noisy Realized Volatility'. Together they form a unique fingerprint.

Economics, Econometrics and Finance