Merits and drawbacks of variance targeting in GARCH models

C. Francq; L. Horvath; J.-M. Zakoian

Year of publication:	2009
Authors:	Francq, Christian ; Horváth, Lajos ; Zakoïan, Jean-Michel
Publisher:	[Paris]
Subject:	Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| ARCH-Modell \| ARCH model \| Schätztheorie \| Estimation theory \| Prognoseverfahren \| Forecasting model \| Risikomaß \| Risk measure

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