Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
Daniel B. Nelson ; Dean P. Foster
| Year of publication: |
1995
|
|---|---|
| Authors: | Nelson, Daniel B. |
| Other Persons: | Foster, Dean P. (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 67.1995, 2, p. 303-335
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001178181