Consistent ranking of volatility models (Q292007): Difference between revisions

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-.1016/j.jeconom.2005.01.005
@@ Property / DOI: 10.1016/j.jeconom.2005.01.005 / rank @@
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+https://doi.org/10.1016/j.jeconom.2005.01.005
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+W3123985237
@@ Property / OpenAlex ID: W3123985237 / rank @@
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@@ Property / cites work @@
+The Distribution of Realized Exchange Rate Volatility
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+What good is a volatility model?
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+Tests of Conditional Predictive Ability
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+Prediction with a Generalized Cost of Error Function
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+On the selection of forecasting models
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+A Tale of Two Time Scales
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@@ Property / DOI @@
+.1016/J.JECONOM.2005.01.005
@@ Property / DOI: 10.1016/J.JECONOM.2005.01.005 / rank @@
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