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Volatility forecasting : evidence from a fractional integrated asymmetric power ARCH skewed-t model
Degiannakis, Stavros - In: Applied financial economics 14 (2004) 18, pp. 1333-1342
Persistent link: https://www.econbiz.de/10002438260
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Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model
Degiannakis, Stavros - In: Applied financial economics 14 (2004) 18, pp. 1333-1342
Persistent link: https://www.econbiz.de/10007644387
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Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros; Xekalaki, Evdokia - In: Applied financial economics 17 (2007) 1-3, pp. 149-172
Persistent link: https://www.econbiz.de/10007616050
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Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros; Xekalaki, Evdokia - In: Applied financial economics 17 (2007) 2, pp. 149
Persistent link: https://www.econbiz.de/10007617363
Cover Image
Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros; Xekalaki, Evdokia - In: Applied financial economics 17 (2007) 1/3, pp. 149-171
Persistent link: https://www.econbiz.de/10003427036