Andersen and Bollerslev

22 Pages·2012·2.13 MB·English

Answering the Skeptics: Yes, Standard Volatility Models do Pravide
‘Accurate Forecasts

‘Forbea G, Anderson; Ti Bollerslev

JInsernarionad cence Revtew, Vol, 39, No.4, Ssoapostzn on horecsstng and
‘Emuicad Methods in Macreoconomies and F-nauce (Nov. 1998), 885-905,

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ANSWERING THE. SKRPTICS: YRS, STANDARD VOT.A UIT
‘MODELS DO PROVIDE ACCIIRATE FORECASTS"

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Seta Ueercur. Thus owe for soeu ypovted toe th Ee Cn)
fe hail ve I eager high HB Trgre te atnal a aay
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thing wise sexual np cli say ssi vclags Phe an HS 1,
is dirintivesonepared ta Che varie hv, Tee seston farther explo
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Tresies Heke urs eal a nti rte <n ares
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GARCHO,D) mstsl, This appuoach bas thy raed tangs teat sans eee
prising med and moet Stivatitos pricing theorie ars enti lar Eamewerk.

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