Bayesian testing for non-linearity in volatility modeling (Q1010548): Difference between revisions

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-.1016/j.csda.2005.12.014
@@ Property / DOI: 10.1016/j.csda.2005.12.014 / rank @@
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+Evaluating volatility forecasts in option pricing in the context of a simulated options market
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@@ Property / DOI: 10.1016/J.CSDA.2005.12.014 / rank @@
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