Enhancing the HAR model in an index-specific context

Additional Metadata
Keywords	Heterogeneous autoregressive model; realized volatility; weighted least squares; penalized linear models; forecast combination
Thesis Advisor	Wit, K.P. de
Persistent URL	hdl.handle.net/2105/53527
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Janssen, T.R. (2020, November 13). Enhancing the HAR model in an index-specific context. Econometrie. Retrieved from http://hdl.handle.net/2105/53527

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