Volatility forecasting
By: Torben G. Andersen ... [et al.].
Contributors: Andersen, Torben G.; National Bureau of Economic Research.
Series: NBER working paper paper series -- no. 11188.; Working paper series (National Bureau of Economic Research) -- working paper no. 11188.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 113
Subjects: Economic forecasting
Notes: "March 2005."

"This paper is prepared for the forthcoming Handbook of Economic Forecasting edited by Graham Elliot, Clive W. J. Granger, and Allan Timmermann"--T.p.

Includes bibliographical references (p. 81-103).

Also available in PDF from the NBER world wide web site (www.nber.org).