Evaluating the forecasting performance of GARCH models using white's reality check
Leonardo Souza; Alvaro Veiga; Marcelo C. Medeiros
| Year of publication: |
2005
|
|---|---|
| Authors: | Souza, Leonardo Rocha ; Veiga, Alvaro ; Medeiros, Marcelo C. |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 25.2005, 1, p. 43-66
|
| Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in portug. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003120205