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Browsing by Author « Andersen, Torben G. »

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Analytic Evaluation of Volatility Forecasts
Andersen, Torben G.; Bollerslev, Tim; Meddahi, Nour
Issue Date : 2002-12

Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities
Andersen, Torben G.; Bollerslev, Tim; Meddahi, Nour
Issue Date : 2002-12

Showing results 1 to 2 of 2

 

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