Filtering and forecasting with misspecified ARCH models: Making the right forecast with the wrong model
| Year of publication: |
1995
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|---|---|
| Authors: | Nelson, Daniel B. ; Foster, Dean P. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 67.1995, 2, p. 303-336
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