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Volatility forecasting without data-snooping

Subject

Finance

Publishing details

in Batchelor R and Dua P eds., Financial forecasting, Edward Elgar/Elsevier, 2004

Authors / Editors

Dimson E; Marsh P R

Biographies

Publication Year

2004

Publication Notes

Republished from Journal of Banking & Finance (see separate entry)

Publication Research Centre

Institute of Finance and Accounting