Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities
| Year of publication: |
2005
|
|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Meddahi, Nour |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 73.2005, 1, p. 279-296
|