Rossi, Eduardo; Magistris, Paolo Santucci de - School of Economics and Management, University of Aarhus - 2009
School of Economics and Management
Aarhus University
Bartholins Allé 10, Building 1322, DK-8000 Aarhus C
Denmark … forecasting of return
volatility. Review of Economics and Statistics, 89(4).
Andersen, T. G., Bollerslev, T., Diebold, F. X., and …