Realised Volatility Forecasts for Stock Index Futures Using the HAR Models with Bayesian Approaches *
Crossref DOI link: https://doi.org/10.7603/s40570-016-0002-9
Published Online: 2016-03-21
Published Print: 2016-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Luo, Jiawen
Chen, Langnan
Text and Data Mining valid from 2016-03-01
Version of Record valid from 2016-03-21
Article History
Received: 5 March 2015
Accepted: 26 November 2015
First Online: 21 March 2016