NoVaS Transformations: Flexible Inference for Volatility Forecasting
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- Dimitris Politis & Dimitrios Thomakos, 2007. "NoVaS Transformations: Flexible Inference for Volatility Forecasting," Working Papers 0005, University of Peloponnese, Department of Economics.
- Dimitris N. Politis & Dimitrios D. Thomakos, 2007. "NoVaS Transformations: Flexible Inference for Volatility Forecasting," Working Paper series 44_07, Rimini Centre for Economic Analysis.
References listed on IDEAS
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More about this item
KeywordsARCH; forecasting; GARCH; local stationarity; robustness; structural breaks; volatility;
StatisticsAccess and download statistics
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