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International journal of forecasting
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Analytic moments for GJR-GARCH (1, 1) processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 105-124
Persistent link: https://www.econbiz.de/10012692629
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Finite sample weighting of recursive forecast errors
Brooks, Chris
;
Burke, Simon P.
;
Stanescu, Silvia
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 458-474
Persistent link: https://www.econbiz.de/10011597149
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