Volatility Forecasting With Range-Based EGARCH Models
| Year of publication: |
2006
|
|---|---|
| Authors: | Brandt, Michael W. ; Jones, Christopher S. |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 24.2006, October, p. 470-486
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005532449