Evaluating Volatility and Correlation Forecasts
Andrew Patton and
Kevin Sheppard
OFRC Working Papers Series from Oxford Financial Research Centre
Pages: 32
Date: 2008
New Economics Papers: this item is included in nep-ecm, nep-ets, nep-fmk, nep-for and nep-rmg
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Working Paper: Evaluating Volatility and Correlation Forecasts (2008)
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