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  • Search: subject:"Two-step GARCH-X forecasts"
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Subject
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(E)GARCH-X and realized GARCH models 1 ARCH model 1 ARCH-Modell 1 ARFIMA model 1 ARMA model 1 ARMA-Modell 1 Forecasting model 1 Prognoseverfahren 1 Realized range 1 Time series analysis 1 Two-step GARCH-X forecasts 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Undetermined 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Accioly, Victor Bello 1 Mendes, Beatriz Vaz de Melo 1
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Journal of economics and finance 1
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ECONIS (ZBW) 1
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Improving (E)GARCH forecasts with robust realized range measures : evidence from international markets
Mendes, Beatriz Vaz de Melo; Accioly, Victor Bello - In: Journal of economics and finance 41 (2017) 4, pp. 631-658
Persistent link: https://www.econbiz.de/10011802188
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