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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Citations: View citations in EconPapers (12)

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Working Paper: Evaluating Volatility and Correlation Forecasts (2008)
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