Financial Asset Returns, Direction-of-Change Forecasting,...

Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics

Peter F. Christoffersen and Francis X. Diebold
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Volume:
52
Language:
english
Journal:
Management Science
DOI:
10.2307/20110599
Date:
August, 2006
File:
PDF, 2.99 MB
english, 2006
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