ANALYTICAL EVALUATION OF VOLATILITY FORECASTS
Year of publication: |
2004
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Authors: | andersen, torben g. ; bollerslev, tim ; meddahi, nour |
Published in: |
International economic review. - Malden, Mass. [u.a.] : Blackwell, ISSN 0020-6598, ZDB-ID 2098714. - Vol. 45.2004, 4, p. 1079-1110
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