Volatility dynamics and heterogeneous markets
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- Dimitrios P. Louzis & Spyros Xanthopoulos-Sisinis & Apostolos P. Refenes, 2012.
"Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility,"
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- Dimitrios Louzis & Spyros Xanthopoulos-Sisinis & Apostolos Refenes, 2011. "Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility," Post-Print hal-00709559, HAL.
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