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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~subject:"Volatility"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
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1997
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