On measuring volatility and the GARCH forecasting performance
| Year of publication: |
2002
|
|---|---|
| Authors: | Barucci, Emilio ; Reno, Roberto |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 12.2002, 3, p. 183-200
|
| Publisher: |
Elsevier |