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~isPartOf:"International Journal of Forecasting"
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International Journal of Forecasting
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Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives
Corradi, Valentina
;
Swanson, Norman R.
- In:
International Journal of Forecasting
20
(
2004
)
2
,
pp. 185-199
Persistent link: https://www.econbiz.de/10005418659
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Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries
Awartani, Basel M.A.
;
Corradi, Valentina
- In:
International Journal of Forecasting
21
(
2005
)
1
,
pp. 167-183
Persistent link: https://www.econbiz.de/10005428810
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