Cite
HARVARD Citation
Shin, J. et al. (2019). Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility. Communications in statistics. 48 (5), pp. 1503-1515. [Online].
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Shin, J. et al. (2019). Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility. Communications in statistics. 48 (5), pp. 1503-1515. [Online].