Volatillity forecast comparison using imperfect volatility proxies

Andrew J. Patton

Year of publication:	2010
Authors:	Patton, Andrew J.
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 246-256
Subject:	Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| Kapitaleinkommen \| Capital income \| Schätzung \| Estimation

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