Probabilistic forecasts of volatility and its risk premia

Probabilistic forecasts of volatility and its risk premia

Worapree Maneesoonthorn, Gael M. Martin, Catherine S. Forbes, Simone D. Grose
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Volume:
171
Year:
2012
Language:
english
Pages:
1
DOI:
10.1016/j.jeconom.2012.06.006
File:
PDF, 1.66 MB
english, 2012
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