Benchmarks and the accuracy of GARCH model estimation
Chris Brooks; Simon P. Burke; Simon P. Burke
| Year of publication: |
2001
|
|---|---|
| Authors: | Brooks, Chris ; Burke, Simon P. ; Persand, Gita |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 17.2001, 1, p. 45-56
|
| Subject: | ARCH-Modell | ARCH model | Benchmarking | Software | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001549775