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

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SSRN Electronic Journal 2003

Choosing the Best Volatility Models: The Model Confidence Set Approach

Hansen, Peter Reinhard, Lunde, Asger, Nason, James M.
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Year:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.399060
File:
PDF, 168 KB
english, 2003
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