A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection
2009 ◽
Vol 367
(1906)
◽
pp. 4255-4271
◽
2010 ◽
Vol 3
(4)
◽
pp. 477-491
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2016 ◽
Vol 25
(10)
◽
pp. 4704-4718
◽
2013 ◽
pp. 251-284
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Keyword(s):