Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
No. 2005/08
Volatility Forecasting
Torben G. Andersen, Tim Bollerslev,
Peter F. Christoffersen,
and ….D.
* This paper is prepared for the forthcoming Handbook of Economic Forecasting edited by Graham Elliott, Clive W.J.
Granger …/08
Volatility Forecasting*
Torben G. Andersen
1
, Tim Bollerslev
2
,
Peter F. Christoffersen
3
,
and Francis X. Diebold
4 …