Application of forecast combination in volatility modelling
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James, A. and Chan, F. 2011. Application of forecast combination in volatility modelling, in Felix Chan, Dora Marinova and R.S. Anderssen (ed), MODSIM 2011 – International Congress on Modeling and Simulation, Dec 12 2011, pp. 1610-1616. Perth: Modeling and Simulation Society of Australia and New Zealand Inc..
Proceedings of 19th international congress of MODSIM