Introducing non-linearity to the HAR-RV model in order to control the market

Additional Metadata
Keywords	Volatility; Stylized facts; Non-linearity
Thesis Advisor	Wit, K.P. de
Persistent URL	hdl.handle.net/2105/53529
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	Faber, J.R.A. (2020, November 13). Introducing non-linearity to the HAR-RV model in order to control the market. Econometrie. Retrieved from http://hdl.handle.net/2105/53529

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