Relative forecasting performance of volatility models: Monte Carlo evidence
| Year of publication: |
2013
|
|---|---|
| Authors: | Lux, Thomas ; Morales-Arias, Leonardo |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 9 (1.9.), p. 1375-1394
|