Volatility forecasts evaluation and comparison
| Authors: | LAURENT, Sébastien ; VIOLANTE, Francesco |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : WIREs Computational Statistics, 4(1), 1-12, 2012 Number -2414 |
| Other identifiers: | 10.1002/wics.190 [DOI] |
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Persistent link: https://www.econbiz.de/10010926429