• Media type: E-Article
  • Title: Probabilistic forecasts of volatility and its risk premia
  • Contributor: Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, Catherine S.; Grose, Simone D.
  • imprint: Elsevier BV, 2012
  • Published in: Journal of Econometrics
  • Language: English
  • DOI: 10.1016/j.jeconom.2012.06.006
  • ISSN: 0304-4076
  • Keywords: Applied Mathematics ; Economics and Econometrics
  • Origination:
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