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~isPartOf:"Journal of forecasting"
~person:"Hendry, David F."
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~type:"article"
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Hendry, David F.
McMillan, David G.
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Journal of forecasting
Journal of international financial markets, institutions & money
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Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
2
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
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