Robust forecasting of dynamic conditional correlation GARCH models
Year of publication: |
2013
|
---|---|
Authors: | Boudt, Kris ; Daníelsson, Jón ; Laurent, Sébastien |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 29.2013, 2, p. 244-257
|
Saved in:
Saved in favorites
Similar items by person
-
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris, (2010)
-
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris, (2013)
-
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris, (2013)
- More ...