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

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