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Evaluating the forecasting performance of GARCH models using white's reality check
Souza, Leonardo; Veiga, Alvaro; Medeiros, Marcelo C. - In: Brazilian review of econometrics : the review of the … 25 (2005) 1, pp. 43-66
Persistent link: https://www.econbiz.de/10009078656
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Evaluating the forecasting performance of GARCH models using white's reality check
Souza, Leonardo Rocha; Veiga, Alvaro; Medeiros, Marcelo C. - In: Brazilian review of econometrics : the review of the … 25 (2005) 1, pp. 43-66
Persistent link: https://www.econbiz.de/10003120205
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Inflation dynamics in Brazil : the case of a small open economy
Areosa, Waldyr Dutra; Medeiros, Marcelo C. - In: Brazilian review of econometrics : the review of the … 27 (2007) 1, pp. 131-166
Persistent link: https://www.econbiz.de/10003591185