Relative forecasting performance of volatility models: Monte Carlo evidence
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Publication:5397468
DOI10.1080/14697688.2013.795675zbMath1281.91189WikidataQ56609282 ScholiaQ56609282MaRDI QIDQ5397468
Leonardo Morales-Arias, Thomas C. H. Lux
Publication date: 20 February 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/30039
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