Selecting volatility forecasting models for portfolio allocation purposes

DOI10.1016/J.IJFORECAST.2013.11.007MaRDI QIDQ154368FDO

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)

Full work available at URL https://doi.org/10.1016/J.IJFORECAST.2013.11.007

Cited in

(1)

• StatPerMeCo

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