Exploiting the errors: A simple approach for improved volatility forecasting

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Bollerslev, T; Patton, AJ; Quaedvlieg, R

Published Date

  • May 2016

Published In

Volume / Issue

  • 192 / 1

Start / End Page

  • 1 - 18

International Standard Serial Number (ISSN)

  • 0304-4076

Digital Object Identifier (DOI)

  • 10.1016/j.jeconom.2015.10.007