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Forecasting ability of GARCH vs Kalman filter method : evidence from daily UK time-varying beta
Choudhry, Taufiq
;
Wu, Hao
- In:
Journal of forecasting
27
(
2008
)
8
,
pp. 670-689
Persistent link: https://www.econbiz.de/10003799954
Saved in:
2
Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time-varying beta
Choudhry, Taufiq
;
Wu, Hao
- In:
Journal of forecasting
27
(
2008
)
8
,
pp. 670-689
Persistent link: https://www.econbiz.de/10008146633
Saved in:
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