Forecasting variance using stochastic volatility and GARCH
| Year of publication: |
2005
|
|---|---|
| Authors: | Hansson, Björn ; Hördahl, Peter |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 11.2005, 1, p. 33-58
|