ANALYTICAL EVALUATION OF VOLATILITY FORECASTS

International Economic Review 2004 Vol. 45; Iss. 4

ANALYTICAL EVALUATION OF VOLATILITY FORECASTS

Torben G. Andersen, Tim Bollerslev, Nour Meddahi
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Volume:
45
Year:
2004
Language:
english
Pages:
32
DOI:
10.1111/j.0020-6598.2004.00298.x
File:
PDF, 192 KB
english, 2004
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