Additive modeling of realized variance: tests for parametric specifications and structural breaks

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Bibliographic Details
Main Authors: Fengler, Matthias (Author) , Mammen, Enno (Author) , Vogt, Michael (Author)
Format: Book/Monograph Working Paper
Language:English
Published: St. Gallen School of Economics and Political Science, Dep. of Economics, Univ. 2013
Series:Discussion paper / University of St. Gallen, School of Economics and Political Science, Department of Economics 2013,32
In: Discussion paper (2013,32)

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Author Notes:Matthias R. Fengler; Enno Mammen; Michael Vogt
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