Answering the skeptics: Yes, standard volatility models do provide accurate forecasts

International Economic Review

Volumn 39, Issue 4, 1998, Pages 885-905

  Andersen, Torben G ^a   Bollerslev, Tim ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0005880209     PISSN: 00206598     EISSN: None     Source Type: Journal    
DOI: 10.2307/2527343     Document Type: Article

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