@data{jae.2022319.0710682229, author = {Hansen, Peter Reinhard and Lunde, Asger}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {a-forecast-comparison-of-volatility-models-does-anything-beat-a-garch11}, year = {2005}, version = {1}, url = {https://journaldata.zbw.eu/dataset/a-forecast-comparison-of-volatility-models-does-anything-beat-a-garch11}, doi = "10.15456/jae.2022319.0710682229" }