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Volatility Forecasting
Author(s) -
Torben M. Andersen,
Tim Bollerslev,
Peter Christoffersen,
Francis X. Diebold
Publication year - 2005
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w11188
Subject(s) - volatility (finance) , econometrics , economics

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