Selecting volatility forecasting models for portfolio allocation purposes

By R. Becker, A. Clements, M. Doolan, S. Hurn. 2015

50 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3f28407d6ce14c182a10f845118293d0216c90d0