Robust forecasting of dynamic conditional correlation GARCH models
| 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 283943x. - Vol. 29.2013, 2, p. 244-257
|