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Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
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Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
TA
Torben G. Andersen
Torben G. Andersen
TB
Tim Bollerslev
Tim Bollerslev
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1 November 1998
journal article
Published by
JSTOR
in
International Economic Review
Vol. 39
(4)
,
885
https://doi.org/10.2307/2527343
Abstract
No abstract available
Cited by 2311 articles