• Title of article

    Benchmarks and the accuracy of GARCH model estimation

  • Author/Authors

    Chris Brooks، نويسنده , , Simon P. Burke، نويسنده , , Gita Persand، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    12
  • From page
    45
  • To page
    56
  • Keywords
    EGARCH , Benchmarks , accuracy , GARCH
  • Journal title
    International Journal of Forecasting
  • Serial Year
    2001
  • Journal title
    International Journal of Forecasting
  • Record number

    178881

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=178881