Benchmarks and the accuracy of GARCH model estimation
Year of publication: |
2001
|
---|---|
Authors: | Brooks, Chris ; Burke, Simon P. ; Persand, Gita |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 17.2001, 1, p. 45-56
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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