Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility

Author： Louzis Dimitrios P.   Xanthopoulos-Sisinis Spyros   Refenes Apostolos P.  

Publisher： Routledge Ltd

ISSN： 1466-4283

Source： Applied Economics, Vol.44, Iss.27, 2012-09, pp. : 3533-3550

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