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