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On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien, Rombouts, Jeroen V.K., Violante, FrancescoVolume:
173
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2012.08.004
Date:
March, 2013
File:
PDF, 584 KB
english, 2013