Answering the critics : yes, arch models do provide good volatility forecasts

Torben G. Andersen; Tim Bollerslev

Year of publication:	1997
Authors:	Andersen, Torben ; Bollerslev, Tim
Publisher:	Cambridge, Mass. : National Bureau of Economic Research
Subject:	Volatilität \| Volatility \| Kapitaleinkommen \| Capital income \| Risikoprämie \| Risk premium \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Schätzung \| Estimation \| Deutsche Mark \| Yen \| US-Dollar \| US dollar \| Welt \| World \| 1987-1992

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