Realised Volatility Forecasts for Stock Index Futures Using the HAR Models with Bayesian Approaches *
Jiawen Luo
◽
Langnan Chen
2001 ◽
Vol 31
(1)
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pp. 71-72
2003 ◽
Vol 33
(3)
◽
pp. 101-102
James Richard Cummings
◽
Alex Frino
Eduardo Rossi
◽
Dean Fantazzini
George Karathanassis
◽
Vasilios I. Sogiakas
Guofang Liu
◽
Xi Fang
◽
Yuan Huang
◽
Weidong Zhao
YuanKun Xue
◽
Ubaldo Comite
Tian Wen
◽
Ping Li
◽
Yunbi an
2008 ◽
Vol 17
(2)
◽
pp. 363-381
◽
Jędrzej Białkowski
◽
Jacek Jakubowski