Probabilistic forecasts of volatility and its risk premia
| Year of publication: |
2012
|
|---|---|
| Authors: | Maneesoonthorn, Worapree ; Martin, Gael M. ; Forbes, Catherine S. ; Grose, Simone D. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 171.2012, 2, p. 217-237
|