Title of article

Volatility forecasting with smooth transition exponential smoothing

Author/Authors

James W. Taylor، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2004

Pages

14

From page

273

To page

286

Keywords

Smooth transition , Adaptive exponential smoothing , Non-linear GARCH , Volatility forecasting

Journal title

International Journal of Forecasting

Serial Year

2004

Journal title

International Journal of Forecasting

Record number

179088