"A GMM procedure for combining volatility forecasts."

Alessandra Amendola, Giuseppe Storti (2008)

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DOI: 10.1016/J.CSDA.2007.10.001

access: closed

type: Journal Article

metadata version: 2020-02-18

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Alessandra Amendola, Giuseppe Storti:
A GMM procedure for combining volatility forecasts. Comput. Stat. Data Anal. 52(6): 3047-3060 (2008)

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