Title of article :
Content horizons for conditional variance forecasts
Author/Authors :
John W. Galbraith، نويسنده , , Turgut K???nbay، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
12
From page :
249
To page :
260
Keywords :
Integrated variance , High-frequency data , Realized variance , GARCH
Journal title :
International Journal of Forecasting
Serial Year :
2005
Journal title :
International Journal of Forecasting
Record number :
179144
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=179144
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