The accuracy of asymmetric GARCH model estimation
Year of publication: |
2019
|
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Authors: | Charles, Amélie ; Darné, Olivier |
Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 157.2019, p. 179-202
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Subject: | Accuracy | APARCH | EGARCH | Forecasting | GJR-GARCH | Software | TARCH | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Theorie | Theory |
Description of contents: | Description [sciencedirect.com] ; Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 165, May 2021, Seite 279-281 Erratum enthalten in: Volume 176, December 2023, Seite 1-4 |
Other identifiers: | 10.1016/j.inteco.2018.11.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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