Title of article :
A GMM procedure for combining volatility forecasts
Author/Authors :
Alessandra Amendola، نويسنده , , Giuseppe Storti، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
14
From page :
3047
To page :
3060
Keywords :
Volatility , Forecast combination , GMM , GARCH
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2008
Journal title :
Computational Statistics and Data Analysis
Record number :
145730
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145730
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