Journal of forecasting. 2001;20(2):87-109. doi: 10.1002/1099-131x(200103)20:2<87::aid-for782>3.0.co;2-7 Q12.72025
Evaluating the predictive accuracy of volatility models
评估波动率模型的预测准确性
DOI: 10.1002/1099-131x(200103)20:2<87::aid-for782>3.0.co;2-7
摘要