Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance || Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
Torben G. Andersen and Tim BollerslevVolume:
39
Language:
english
Journal:
International Economic Review
DOI:
10.2307/2527343
Date:
November, 1998
File:
PDF, 479 KB
english, 1998