Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts

Andersen, Torben G. ; Bollerslev, Tim

International economic review (Philadelphia), 1998-11, Vol.39 (4), p.885-905 [Periódico revisado por pares]

Philadelphia, Pa: The Economics Department of the University of Pennsylvania, and the Osaka University Institute of Social and Economic Research Association

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