Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
| Year of publication: |
2004
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|---|---|
| Authors: | González-Rivera, Gloria ; Lee, Tae-Hwy ; Mishra, Santosh |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 20.2004, 4, p. 629-646
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