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~isPartOf:"Symposium on forecasting and empirical methods in macroeconomics and finance"
~person:"Andersen, Torben"
~subject:"Estimation"
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Symposium on forecasting and empirical methods in macroeconomics and finance
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Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
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pp. 885-905
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