Improving asset price prediction when all models are false

2014

Journal of Financial Econometrics , Volume 12 - Issue 2 p. 278- 306

Additional Metadata
Keywords	EGARCH, Intradaily returns, Model combination, Optimal pool, S&P 500, Stochastic volatility, VIX
Persistent URL	dx.doi.org/10.1093/jjfinec/nbt001, hdl.handle.net/1765/82003
Journal	Journal of Financial Econometrics
Rights	no subscription
Organisation	Erasmus University Rotterdam
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Durham, G, & Geweke, J.F. (2014). Improving asset price prediction when all models are false. Journal of Financial Econometrics, 12(2), 278–306. doi:10.1093/jjfinec/nbt001

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