Department of Economics and Business Economics

You are here: Department of Economics and Business Economics » Research » Exploiting the errors

Exploiting the errors: A simple approach for improved volatility forecasting

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

DOI

  • Tim Bollerslev
  • Andrew J. Patton, Duke University, Stern School of Business, New York University, United States, United States
  • Rogier Quaedvlieg, Maastricht University, Netherlands
Original languageEnglish
JournalJournal of Econometrics
Volume192
Issue1
Pages (from-to)1-18
Number of pages18
ISSN0304-4076
DOIs
Publication statusPublished - 2016

See relations at Aarhus University Citationformats

ID: 110210031