Department of Economics and Business Economics

Comparing Predictive Accuracy under Long Memory, With an Application to Volatility Forecasting

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

  • Robinson Kruse
  • Christian Leschinski, Leibniz University of Hannover, Germany
  • Michael Will, Leibniz University of Hannover, Germany
Original languageEnglish
JournalJournal of Financial Econometrics
Volume17
Issue2
Pages (from-to)180-228
Number of pages49
ISSN1479-8409
DOIs
Publication statusPublished - 2019

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