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