Reference
Torben G. Andersen, Tim Bollerslev, and Nour Meddahi, “Analytic Evaluation of Volatility Forecasts”, International Economic Review, vol. 45, n. 4, November 2004, pp. 1079–1110.
Published in
International Economic Review, vol. 45, n. 4, November 2004, pp. 1079–1110