Robust forecasting of dynamic conditional correlation GARCH models
Kris Boudt; Jón Daníelsson; Sébastien Laurent
| Year of publication: |
2013
|
|---|---|
| Authors: | Boudt, Kris ; Daníelsson, Jón ; Laurent, Sébastien |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 29.2013, 2, p. 244-257
|
| Subject: | Prognoseverfahren | Forecasting model | Robustes Verfahren | Robust statistics | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Volatilität | Volatility | Korrelation | Correlation |
| 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/10009743433