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~isPartOf:"International economic review"
~person:"Bollerslev, Tim"
~person:"Härdle, Wolfgang"
~subject:"Forecasting model"
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Forecasting model
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Bollerslev, Tim
Härdle, Wolfgang
Andersen, Torben
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International economic review
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Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
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