Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
- DOI
- 10.1080/00036846.2011.577025
- Published
- 2012-09
- Container
- Applied Economics
- Publisher
- Informa UK Limited
- Open access
- unknown
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Cite this work
BibTeX
@article{allodium:10.1080/00036846.2011.577025,
title = {Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility},
author = {Dimitrios P. Louzis and Spyros Xanthopoulos-Sisinis and Apostolos P. Refenes},
year = {2012},
journal = {Applied Economics},
doi = {10.1080/00036846.2011.577025},
url = {https://doi.org/10.1080/00036846.2011.577025}
}RIS
TY - JOUR TI - Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility AU - Dimitrios P. Louzis AU - Spyros Xanthopoulos-Sisinis AU - Apostolos P. Refenes PY - 2012 JO - Applied Economics DO - 10.1080/00036846.2011.577025 UR - https://doi.org/10.1080/00036846.2011.577025 ER -
APA
Louzis, D. P., Xanthopoulos-Sisinis, S., & Refenes, A. P. (2012). Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility. Applied Economics. https://doi.org/10.1080/00036846.2011.577025
Source records
- crossref · retrieved 2026-09-25T23:45:33.417Z