Choosing the Best Volatility Models: The Model Confidence...

Choosing the Best Volatility Models: The Model Confidence Set Approach

Peter Reinhard Hansen, Asger Lunde, James M. Nason
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Volume:
65
Year:
2003
Language:
english
Pages:
23
DOI:
10.1046/j.0305-9049.2003.00086.x
File:
PDF, 190 KB
english, 2003
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