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Exploiting the errors: A simple approach for improved volatility forecasting

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DOI

  • Tim Bollerslev
  • Andrew J. Patton, Duke University, New York University, 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

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