Evaluating Volatility and Correlation Forecasts
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Publication:3646983
DOI10.1007/978-3-540-71297-8_36zbMath1178.91229OpenAlexW1543755524MaRDI QIDQ3646983
Kevin Sheppard, Andrew J. Patton
Publication date: 27 November 2009
Published in: Handbook of Financial Time Series (Search for Journal in Brave)
Full work available at URL: https://ora.ox.ac.uk/objects/uuid:474e796d-5656-4e6b-94d3-b10125785fc5
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)
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