PEER-REVIEWED_28
| Author | Makoto Takahashi, Toshiaki Watanabe and Yasuhiro Omori |
|---|---|
| Title | Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility |
| Journal | Econometrics and Statistics (2021) |
| HIAS DP NO | HIAS-E-104 |
| DOI | https://doi.org/10.1016/j.ecosta.2021.08.002 |
