FINANCIAL ASSET RETURNS, DIRECTION-OF-CHANGE FORECASTING, AND VOLATILITY DYNAMICS
Year of publication: |
2003
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Authors: | Christoffersen, Peter F. ; Diebold, Francis X. |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2003, 10009
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Saved in:
Saved in favorites
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