Department of Economics and Business Economics

Exploiting the errors: A simple approach for improved volatility forecasting

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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Exploiting the errors : A simple approach for improved volatility forecasting. / Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier.

In: Journal of Econometrics, Vol. 192, No. 1, 2016, p. 1-18.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Bollerslev, T, Patton, AJ & Quaedvlieg, R 2016, 'Exploiting the errors: A simple approach for improved volatility forecasting', Journal of Econometrics, vol. 192, no. 1, pp. 1-18. https://doi.org/10.1016/j.jeconom.2015.10.007

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Vancouver

Author

Bollerslev, Tim ; Patton, Andrew J. ; Quaedvlieg, Rogier. / Exploiting the errors : A simple approach for improved volatility forecasting. In: Journal of Econometrics. 2016 ; Vol. 192, No. 1. pp. 1-18.

Bibtex

@article{283856e36a524654a3e4ef751d77c121,
title = "Exploiting the errors: A simple approach for improved volatility forecasting",
author = "Tim Bollerslev and Patton, {Andrew J.} and Rogier Quaedvlieg",
year = "2016",
doi = "10.1016/j.jeconom.2015.10.007",
language = "English",
volume = "192",
pages = "1--18",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",
number = "1",

}

RIS

TY - JOUR

T1 - Exploiting the errors

T2 - A simple approach for improved volatility forecasting

AU - Bollerslev, Tim

AU - Patton, Andrew J.

AU - Quaedvlieg, Rogier

PY - 2016

Y1 - 2016

U2 - 10.1016/j.jeconom.2015.10.007

DO - 10.1016/j.jeconom.2015.10.007

M3 - Journal article

VL - 192

SP - 1

EP - 18

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 1

ER -