Article

Analytic Evaluation of Volatility Forecasts

Torben G. Andersen, Tim Bollerslev, and Nour Meddahi

Reference

Torben G. Andersen, Tim Bollerslev, and Nour Meddahi, Analytic Evaluation of Volatility Forecasts, International Economic Review, vol. 45, n. 4, November 2004, pp. 1079–1110.

Published in

International Economic Review, vol. 45, n. 4, November 2004, pp. 1079–1110