Volatility forecasts evaluation and comparison

Sébastien Laurent and Francesco Violante ()

No 2414, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2012-01-01
Note: In : WIREs Computational Statistics, 4(1), 1-12, 2012
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Citations: View citations in EconPapers (11)

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