Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model
Year of publication: |
2013-07-01
|
---|---|
Authors: | Galbraith, John ; Cheung, Liam |
Institutions: | Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) |
Subject: | QML and LAD-ARCH estimators | GARCH models |
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