Consistent ranking of volatility models
Year of publication: |
2006
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Authors: | Hansen, Peter Reinhard ; Lunde, Asger |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 131.2006, 1, p. 97-122
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