Consistent ranking of volatility models
| Year of publication: |
2006
|
|---|---|
| Authors: | Hansen, Peter Reinhard ; Lunde, Asger |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 131.2006, 1-2, p. 97-121
|
| Publisher: |
Elsevier |