Journal article 399 views
Daily volatility forecasts: reassessing the performance of GARCH models
David G McMillan,
Alan Speight
Journal of Forecasting, Volume: 23, Issue: 6, Start page: 449
Swansea University Author: Alan Speight
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1002/for.926
Abstract
Daily volatility forecasts: reassessing the performance of GARCH models
| Published in: | Journal of Forecasting |
|---|---|
| ISSN: | 0277-6693 1099-131X |
| Published: |
2004
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa2207 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
6 |
| Start Page: |
449 |