Selecting volatility forecasting models for portfolio allocation purposes

DOI10.1016/J.IJFORECAST.2013.11.007MaRDI QIDQ154368FDOQ154368

Authors: R. Becker, A.E. Clements, M.B. Doolan, A.S. Hurn 

Publication date: July 2015

Published in: International Journal of Forecasting (Search for Journal in Brave)

Cited In (1)

• StatPerMeCo

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