On the forecasting accuracy of multivariate GARCH models
Sébastien Laurent, Jeroen V. K. Rombouts and Francesco Violante
| Year of publication: |
2012
|
|---|---|
| Authors: | Laurent, Sébastien ; Rombouts, Jeroen V. K. ; Violante, Francesco |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 27.2012, 6, p. 934-955
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| Subject: | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Varianzanalyse | Analysis of variance | Modellierung | Scientific modelling |
| 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/10010219744