Volatility forecast comparison using imperfect volatility proxies
Year of publication: |
2011
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Authors: | Patton, Andrew J. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 160.2011, 1, p. 246-257
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