A Latent Factor Model for Forecasting Realized Variances

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CALZOLARI, Giorgio, Roxana HALBLEIB, Aygul ZAGIDULLINA, 2020. A Latent Factor Model for Forecasting Realized Variances. In: Journal of Financial Econometrics. Oxford University Press. ISSN 1479-8409. eISSN 1479-8417. Available under: doi: 10.1093/jjfinec/nbz036

@article{Calzolari2020-02-11Laten-48653, title={A Latent Factor Model for Forecasting Realized Variances}, year={2020}, doi={10.1093/jjfinec/nbz036}, issn={1479-8409}, journal={Journal of Financial Econometrics}, author={Calzolari, Giorgio and Halbleib, Roxana and Zagidullina, Aygul} }

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