Andersen, Torben G., Bollerslev, TimIdRef and Meddahi, NourIdRef (2005) Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities. Econometrica, 73 (1). pp. 279-296.

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Identification Number : 10.1111/j.1468-0262.2005.00572.x
Item Type: Article
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: 14 Jan 2026 14:25
OAI Identifier: oai:tse-fr.eu:10342
URI: https://publications.ut-capitole.fr/id/eprint/2860
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