A comparison of volatility models : does anything beat a GARCH(1,1)?

Peter Reinhard Hansen and Asger Lunde

Year of publication:	Mar. 2001 ; [Elektronische Resource]
Other Persons:	Hansen, Peter Reinhard (contributor) ; Lunde, Asger (contributor)
Institutions:	Centre for Analytical Finance <Århus> (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis \| USA \| United States \| 1999-2000

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