We thank Robert Webb (the editor) and the anonymous reviewer for helpful comments and suggestions. Professor Hung acknowledges the financial support from the National Science Council of Taiwan (NSC 99-2410-H-034-057).
Volatility Forecasts: Do Volatility Estimators and Evaluation Methods Matter?
Article first published online: 24 SEP 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 11, pages 1077–1094, November 2014
How to Cite
Jiang, I.-M., Hung, J.-C. and Wang, C.-S. (2014), Volatility Forecasts: Do Volatility Estimators and Evaluation Methods Matter?. J. Fut. Mark., 34: 1077–1094. doi: 10.1002/fut.21643
- Issue published online: 24 SEP 2014
- Article first published online: 24 SEP 2013
- Manuscript Accepted: 9 AUG 2013
- Manuscript Revised: 31 JUL 2013
- Manuscript Received: 19 NOV 2009
- National Science Council of Taiwan (NSC). Grant Number: 99-2410-H-034-057
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