Are the GARCH models best in out-of-sample performance?
Year of publication: |
1991
|
---|---|
Authors: | Lee, Keun-yeong |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 37.1991, 3, p. 305-308
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
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