Cho, Soojin
Shin, Dong Wan
Funding for this research was provided by:
National Research Foundation of Korea (NRF) (2015-1006133)
This article is maintained by: Elsevier
Article Title: An integrated heteroscedastic autoregressive model for forecasting realized volatilities
Journal Title: Journal of the Korean Statistical Society
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jkss.2015.12.004
Content Type: article
Copyright: © 2016 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.