%0 Journal Article %1 Gonz�lez-Rivera2004 %A González-Rivera, Gloria %A Lee, Tae-Hwy %A Mishra, Santosh %D 2004 %J International Journal of Forecasting %K ARCH %N 4 %P 629--645 %T Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood %U http://www.sciencedirect.com/science/article/B6V92-4DNPWHV-2/1/e675abfce12b1338f37b9c16120c0c09 %V 20

@article{Gonz�lez-Rivera2004, added-at = {2008-04-22T15:17:45.000+0200}, author = {Gonz{\'a}lez-Rivera, Gloria and Lee, Tae-Hwy and Mishra, Santosh}, biburl = {https://www.bibsonomy.org/bibtex/28aa76bd740b8dc09f3f5f430ff8a27ae/smicha}, interhash = {9d35ff266bed02442d6c35f7ad56596b}, intrahash = {8aa76bd740b8dc09f3f5f430ff8a27ae}, journal = {International Journal of Forecasting}, keywords = {ARCH}, month = {00}, number = 4, pages = {629--645}, timestamp = {2008-04-22T15:26:15.000+0200}, title = {Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood}, url = {http://www.sciencedirect.com/science/article/B6V92-4DNPWHV-2/1/e675abfce12b1338f37b9c16120c0c09}, volume = 20, year = 2004 }