• Title of article

    Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood

  • Author/Authors

    Gloria Gonz?lez-Rivera، نويسنده , , Tae-Hwy Lee، نويسنده , , Santosh Mishra، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    17
  • From page
    629
  • To page
    645
  • Journal title
    International Journal of Forecasting
  • Serial Year
    2004
  • Journal title
    International Journal of Forecasting
  • Record number

    179114