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Volatility Forecast Comparison Using Imperfect Volatility Proxies (2010)
by
Andrew J. Patton
| Venue: | JOURNAL OF ECONOMETRICS |
| Citations: | 68 - 5 self |
BibTeX
@MISC{Patton10volatilityforecast,
author = {Andrew J. Patton},
title = {Volatility Forecast Comparison Using Imperfect Volatility Proxies},
year = {2010}
}
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Abstract
