Volatility forecast comparison using imperfect volatility proxies

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Patton, AJ

Published Date

  • January 2011

Published In

Volume / Issue

  • 160 / 1

Start / End Page

  • 246 - 256

International Standard Serial Number (ISSN)

  • 0304-4076

Digital Object Identifier (DOI)

  • 10.1016/j.jeconom.2010.03.034