Optimal combinations of realised volatility estimators

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Patton, AJ; Sheppard, K

Published Date

  • April 2009

Published In

Volume / Issue

  • 25 / 2

Start / End Page

  • 218 - 238

International Standard Serial Number (ISSN)

  • 0169-2070

Digital Object Identifier (DOI)

  • 10.1016/j.ijforecast.2009.01.011