Robust pair-copula based forecasts of realized volatility
Version of Record online: 7 JAN 2013
Copyright © 2013 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 30, Issue 2, pages 183–199, March/April 2014
How to Cite
Vaz de Melo Mendes, B. and Accioly, V. B. (2014), Robust pair-copula based forecasts of realized volatility. Appl. Stochastic Models Bus. Ind., 30: 183–199. doi: 10.1002/asmb.1960
- Issue online: 2 APR 2014
- Version of Record online: 7 JAN 2013
- Manuscript Accepted: 23 NOV 2012
- Manuscript Revised: 22 NOV 2012
- Manuscript Received: 30 MAY 2011
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