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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"International economic review"
~person:"Bollerslev, Tim"
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Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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