Realized volatility forecast with the Bayesian random compressed multivariate HAR model
2020 ◽
Vol 36
(3)
◽
pp. 781-799
◽
2017 ◽
Vol 49
◽
pp. 276-291
◽
2014 ◽
Vol 14
(3)
◽
pp. 345-392
◽
Keyword(s):
Keyword(s):