Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models

Author: Racicot François-Éric   Théoret Raymond   Coën Alain  

Publisher: Springer Publishing Company

ISSN: 1083-0898

Source: International Advances in Economic Research, Vol.13, Iss.2, 2007-05, pp. : 243-244

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Abstract