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International Journal of Forecasting 2020 / 4

Realized volatility forecasting: Robustness to measurement errors

Cipollini, Fabrizio, Gallo, Giampiero M., Otranto, Edoardo
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Journal:
International Journal of Forecasting
DOI:
10.1016/j.ijforecast.2020.02.009
Date:
April, 2020
File:
PDF, 2.56 MB
2020
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