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Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
Nelson, Daniel B.
- In:
Journal of econometrics
67
(
1995
)
2
,
pp. 303-335
Persistent link: https://www.econbiz.de/10001178181
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Filtering and forecasting with misspecified ARCH models: Making the right forecast with the wrong model
Nelson, Daniel B.
;
Foster, Dean P.
- In:
Journal of econometrics
67
(
1995
)
2
,
pp. 303-336
Persistent link: https://www.econbiz.de/10006798454
Saved in:
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