Forecasting Volatility with Encompassing and Regime Dependent GARCH Models
| Year of publication: |
2005
|
|---|---|
| Authors: | Bauer, Larry ; Beveridge, Steve |
| Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai, ISSN 0970-4205, ZDB-ID 10720820. - Vol. 18.2005, 2, p. 1-11
|