Title of article :
On measuring volatility and the GARCH forecasting performance
Author/Authors :
Emilio Barucci، نويسنده , , Roberto Ren?، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Keywords :
Volatility , GARCH models , High frequency data
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money