Improving (E)GARCH forecasts with robust realized range measures: Evidence from international markets
Crossref DOI link: https://doi.org/10.1007/s12197-017-9386-x
Published Online: 2017-01-25
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mendes, Beatriz Vaz de Melo
Accioly, Victor Bello
License valid from 2017-01-25
