Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Todd E. Clark and Francesco Ravazzolo
| Year of publication: |
2015
|
|---|---|
| Authors: | Clark, Todd E. ; Ravazzolo, Francesco |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 30.2015, 4, p. 551-575
|
| Subject: | Stochastic volatility | GARCH | forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011332869