Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution

@article{Takahashi2014VolatilityAQ,
  title={Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution},
  author={Makoto Takahashi and Toshiaki Watanabe and Yasuhiro Omori},
  journal={International Journal of Forecasting},
  year={2014},
  volume={32},
  pages={437-457}
}

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