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Forecasting Volatility: A Continuous Time Model Versus Discrete Time Models
Conference Contributions
Overview
Overview
authors
BRETO MARTINEZ, CARLES
LOPES MOREIRA DA VEIGA, MARIA HELENA
event
2011 Joint Statistical Meeting (JSM)
event place
MIAMI
country
ESTADOS UNIDOS DE AMERICA
participation category
PONENCIA
web site
http://www.amstat.org/meetings/jsm/2011/
publication date
2011