Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?
| Year of publication: |
2012
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|---|---|
| Authors: | Hoogerheide, Lennart F. ; Ardia, David ; Corré, Nienke |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 116.2012, 3, p. 322-326
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