Benchmarks and the accuracy of GARCH model estimation
| Year of publication: |
2001
|
|---|---|
| Authors: | Brooks, Chris ; Burke, Simon P. ; Persand, Gita |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 17.2001, 1, p. 45-56
|
| Publisher: |
Elsevier |