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- A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data
- Afees Salisu, Rangan Gupta and Ahamuefula Ogbonna
- Working Papers from University of Pretoria, Department of Economics
- Working Papers from University of Pretoria, Department of Economics
RePEc statistics are gathered once a month from the participating services. The statistics show abstract views at the RePEc services and file downloads originated from the RePEc services.
| Month | Downloads | Abstract Views |
|---|---|---|
| 2019-11 | 5 | 8 |
| 2019-12 | 42 | 14 |
| 2020-01 | 6 | 10 |
| 2020-02 | 2 | 7 |
| 2020-03 | 1 | 2 |
| 2020-04 | 2 | 5 |
| 2020-05 | 2 | 8 |
| 2020-06 | 0 | 3 |
| 2020-07 | 0 | 3 |
| 2020-08 | 0 | 4 |
| 2020-09 | 0 | 2 |
| 2020-10 | 0 | 0 |
| 2020-11 | 0 | 1 |
| 2020-12 | 0 | 3 |
| 2021-01 | 0 | 1 |
| 2021-02 | 0 | 1 |
| 2021-03 | 0 | 1 |
| 2021-04 | 0 | 2 |
| 2021-05 | 0 | 1 |
| 2021-06 | 0 | 2 |
| 2021-07 | 0 | 0 |
| 2021-08 | 0 | 3 |
| 2021-09 | 0 | 0 |
| 2021-10 | 0 | 1 |
| 2021-11 | 0 | 1 |
| 2021-12 | 0 | 2 |
| 2022-01 | 0 | 1 |
| 2022-02 | 0 | 0 |
| 2022-03 | 0 | 0 |
| 2022-04 | 0 | 0 |
| 2022-05 | 0 | 0 |
| 2022-06 | 0 | 1 |
| 2022-07 | 0 | 0 |
| 2022-08 | 0 | 0 |
| 2022-09 | 0 | 0 |
| 2022-10 | 0 | 0 |
| 2022-11 | 0 | 1 |
| 2022-12 | 0 | 0 |
| 2023-01 | 0 | 0 |
| 2023-02 | 0 | 0 |
| 2023-03 | 0 | 0 |
| 2023-04 | 0 | 1 |
| 2023-05 | 0 | 1 |
| 2023-06 | 0 | 0 |
| 2023-07 | 0 | 0 |
| 2023-08 | 0 | 0 |
| 2023-09 | 0 | 0 |
| 2023-10 | 0 | 0 |
| 2023-11 | 0 | 1 |
| 2023-12 | 0 | 1 |
| 2024-01 | 0 | 2 |
| 2024-02 | 0 | 0 |
| 2024-03 | 0 | 0 |
| 2024-04 | 0 | 0 |
| 2024-05 | 0 | 0 |
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| 2024-07 | 0 | 0 |
| 2024-08 | 0 | 0 |
| 2024-09 | 0 | 0 |
| 2024-10 | 0 | 0 |
| 2024-11 | 0 | 0 |
| 2024-12 | 0 | 0 |
| 2025-01 | 0 | 0 |
| 2025-02 | 0 | 1 |
| 2025-03 | 0 | 1 |
| 2025-04 | 0 | 0 |
| 2025-05 | 0 | 0 |
| 2025-06 | 0 | 0 |
| 2025-07 | 0 | 1 |
| 2025-08 | 0 | 0 |
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