Daily volatility forecasts : reassessing the performance of GARCH models
David G. McMillan and Alan E. H. Speight
| Year of publication: |
2004
|
|---|---|
| Authors: | McMillan, David G. ; Speight, Alan E. H. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 23.2004, 6, p. 449-460
|
| Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002233160