ARCH models for multi-period forecast uncertainty : a reality check using a panel of density forecasts
Kajal Lahiri and Fushang Liu
| Year of publication: |
2006
|
|---|---|
| Authors: | Lahiri, Kajal ; Liu, Fushang |
| Published in: |
Econometric analysis of financial and economic time series ; part a ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1274-2. - 2006, p. 321-363
|
| Subject: | Inflation | Risiko | Risk | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | USA | United States | 1969-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003331416