Andersen, Torben G., Bollerslev, Tim and Meddahi, Nour (2005) Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities. Econometrica, 73 (1). pp. 279-296.
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Official URL : http://tse-fr.eu/pub/10342
Identification Number : 10.1111/j.1468-0262.2005.00572.x
Item Type: | Article |
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Language: | English |
Date: | January 2005 |
Refereed: | Yes |
Subjects: | B- ECONOMIE ET FINANCE |
Divisions: | TSE-R (Toulouse) |
Site: | UT1 |
Date Deposited: | 18 Jan 2012 05:57 |
Last Modified: | 02 Apr 2021 15:35 |
OAI Identifier: | oai:tse-fr.eu:10342 |
URI: | https://publications.ut-capitole.fr/id/eprint/2860 |