Filtering and forecasting with misspecified ARCH models II : Making the right forecast with the wrong model
| Year of publication: |
1995
|
|---|---|
| Authors: | Nelson, Daniel B. ; Foster, Dean P. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 67.1995, 2, p. 303-335
|
| Publisher: |
Elsevier |