Exploiting the errors: A simple approach for improved volatility forecasting

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Title
Exploiting the errors: A simple approach for improved volatility forecasting
Authors
Keywords
Realized volatility, Forecasting, Measurement errors, HAR, HARQ
Journal
JOURNAL OF ECONOMETRICS
Volume 192, Issue 1, Pages 1-18
Publisher
Elsevier BV
Online
2015-11-11
DOI
10.1016/j.jeconom.2015.10.007

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