Evaluating and improving GARCH-based volatility forecasts with range-based estimators
| Year of publication: |
2013
|
|---|---|
| Authors: | Hung, Jui-Cheng ; Lou, Tien-Wei ; Wang, Yi-Hsien ; Lee, Jun-De |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 45.2013, 28 (1.10.), p. 4041-4049
|