Runs tests for assessing volatility forecastability in financial time series
| Year of publication: |
2005
|
|---|---|
| Authors: | Bellini, Fabio ; Figà-Talamanca, Gianna |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 163.2005, 1, p. 102-114
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