Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time-varying beta
| Year of publication: |
2008
|
|---|---|
| Authors: | Choudhry, Taufiq ; Wu, Hao |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 27.2008, 8, p. 670-689
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