Analytic Evaluation of Volatility Forecasts

Andersen, Torben G., Bollerslev, Tim and Meddahi, Nour (2004) Analytic Evaluation of Volatility Forecasts. International Economic Review, 45 (4). pp. 1079-1110.

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Official URL: http://tse-fr.eu/pub/10343
Item Type: Article
Language: English
Date: November 2004
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 05:57
Last Modified: 07 Mar 2018 13:21
OAI ID: oai:tse-fr.eu:10343
URI: http://publications.ut-capitole.fr/id/eprint/2861

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