The empirical similarity approach for volatility prediction
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DOI: 10.1016/j.jbankfin.2013.12.009
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More about this item
Keywords
Case based decisions; Empirical similarity; Forecasting combinations; Volatility forecasts;All these keywords.
JEL classification:
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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