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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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ANALYTICAL EVALUATION OF VOLATILITY FORECASTS
andersen, torben g.; bollerslev, tim; meddahi, nour - In: International economic review 45 (2004) 4, pp. 1079-1110
Persistent link: https://www.econbiz.de/10006020291
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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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Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts
Andersen, Torben G.; Bollerslev, Tim - In: International economic review 39 (1998) 4, pp. 863-906
Persistent link: https://www.econbiz.de/10007348083