@data{jae.2022319.1307779262,
author = {Shephard, Neil and Sheppard, Kevin},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {realising-the-future-forecasting-with-highfrequencybased-volatility-heavy-models},
year = {2010},
version = {1},
url = {https://journaldata.zbw.eu/dataset/realising-the-future-forecasting-with-highfrequencybased-volatility-heavy-models},
doi = "10.15456/jae.2022319.1307779262" 
}