Volatility forecast comparison using imperfect volatility proxies

Title
Volatility forecast comparison using imperfect volatility proxies
Authors
Keywords
-
Journal
JOURNAL OF ECONOMETRICS
Volume 160, Issue 1, Pages 246-256
Publisher
Elsevier BV
Online
2010-03-09
DOI
10.1016/j.jeconom.2010.03.034

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