Forecast Evaluation Tests in the Presence of ARCH
| Year of publication: |
1999
|
|---|---|
| Authors: | Harvey, D.I. ; Leybourne, S.J. ; Newbold, P. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 18.1999, 6, p. 435
|