@article{econhot_econhot-cited-786f8646e533a7a6,
  title = {A forecast comparison of volatility models: does anything beat a GARCH(1,1)?},
  author = {Peter Reinhard Hansen and Asger Lunde},
  journal = {Journal of Applied Econometrics},
  year = {2005},
  volume = {20},
  number = {7},
  pages = {873-889},
  doi = {10.1002/jae.800},
  url = {https://doi.org/10.1002/jae.800}
}