Optimal combinations of realised volatility estimators
| Year of publication: |
2009
|
|---|---|
| Authors: | Patton, Andrew J. ; Sheppard, Kevin |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 25.2009, 2, p. 218-238
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