Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?
Year of publication: |
2012
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Authors: | Hoogerheide, Lennart F. ; Ardia, David ; Corré, Nienke |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 116.2012, 3, p. 322-326
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Stock index returns' density prediction using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F., (2011)
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Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F., (2012)
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Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?
Hoogerheide, Lennart F., (2012)
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