Daily volatility forecasts: reassessing the performance of GARCH models
| Year of publication: |
2004
|
|---|---|
| Authors: | Mcmillan, David G. ; Speight, Alan E.H. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 23.2004, 6, p. 449-460
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