Analytical Evaluation of Volatility Forecasts

Analytical Evaluation of Volatility Forecasts

Torben G. Andersen, Tim Bollerslev and Nour Meddahi
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Volume:
45
Language:
english
Journal:
International Economic Review
DOI:
10.2307/3663620
Date:
November, 2004
File:
PDF, 3.20 MB
english, 2004
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