A Vector Heterogeneous Autoregressive Index model for realized volatility measures / Gianluca Cubadda, Barbara Guardabascio, Alain Hecq
| rdfs:label | "A Vector Heterogeneous Autoregressive Index model for realized volatility measures / Gianluca Cubadda, Barbara Guardabascio, Alain Hecq" |
| schema:name | "A Vector Heterogeneous Autoregressive Index model for realized volatility measures" |
| schema:author | Cubadda, Cianluca |
| schema:contributor | Hecq, Alain Willy (1967-) |
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schema:main |
<https:/ |
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http:/ |
"2015" |
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<http:/ |
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schema:book |
schema:EBook |
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schema:in |
"en" |
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schema:is |
GSBE research memorandum / Graduate School of Business and Economics |
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schema:number |
1 |
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<https:/ |