Evaluating the predictive accuracy of volatility models

  1. Lopez, J.A.
Journal:
Journal of Forecasting

ISSN: 0277-6693

Year of publication: 2001

Volume: 20

Issue: 2

Pages: 87-109

Type: Article

DOI: 10.1002/1099-131X(200103)20:2<87::AID-FOR782>3.0.CO;2-7 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus