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subject:"Prognoseverfahren"
subject:"Share price"
~isPartOf:"Discussion paper"
~isPartOf:"Economics letters"
~person:"Ardia, David"
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Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
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