VOLATILITY FORECASTING
| Year of publication: |
2005
|
|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F. ; Diebold, Francis X. |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2005, 11188
|