مرکز منطقه ای اطلاع رساني علوم و فناوري - Volatility forecasting with smooth transition exponential smoothing

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 :

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

Link To Document :