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Evaluating Volatility and Correlation Forecasts

Listed author(s):
  • Andrew J. Patton
  • Kevin Sheppard

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File URL: http://www.finance.ox.ac.uk/file_links/finecon_papers/2008fe22.pdf
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Paper provided by Oxford Financial Research Centre in its series OFRC Working Papers Series with number 2008fe22.

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Length: 32
Date of creation: 2008
Handle: RePEc:sbs:wpsefe:2008fe22
Contact details of provider: Web page: http://www.finance.ox.ac.uk
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