Using information quality for volatility model combinations
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Publication:4683043
DOI10.1080/14697688.2012.739728zbMath1398.62299OpenAlexW2091154045MaRDI QIDQ4683043
Publication date: 19 September 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2012.739728
Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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