Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts
| Year of publication: |
1998
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|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim |
| Published in: |
International economic review. - Malden, Mass. [u.a.] : Blackwell, ISSN 0020-6598, ZDB-ID 2098714. - Vol. 39.1998, 4, p. 863-906
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