Predictive density estimators for daily volatility based on the use of realized measures

Valentina Corradi, Walter Distaso, Norman R. Swanson

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DOI: 10.1016/j.jeconom.2008.12.015
Published: 2009-06
Container: Journal of Econometrics
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/j.jeconom.2008.12.015,
  title = {Predictive density estimators for daily volatility based on the use of realized measures},
  author = {Valentina Corradi and Walter Distaso and Norman R. Swanson},
  year = {2009},
  journal = {Journal of Econometrics},
  doi = {10.1016/j.jeconom.2008.12.015},
  url = {https://doi.org/10.1016/j.jeconom.2008.12.015}
}

RIS

TY  - JOUR
TI  - Predictive density estimators for daily volatility based on the use of realized measures
AU  - Valentina Corradi
AU  - Walter Distaso
AU  - Norman R. Swanson
PY  - 2009
JO  - Journal of Econometrics
DO  - 10.1016/j.jeconom.2008.12.015
UR  - https://doi.org/10.1016/j.jeconom.2008.12.015
ER  -

APA

Corradi, V., Distaso, W., & Swanson, N. R. (2009). Predictive density estimators for daily volatility based on the use of realized measures. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2008.12.015

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crossref · retrieved 2026-09-25T22:11:44.293Z