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
Pages :
18
From page :
183
To page :
200
Keywords :
Volatility , GARCH models , High frequency data
Journal title :
Journal of International Financial Markets, Institutions and Money
Serial Year :
2002
Journal title :
Journal of International Financial Markets, Institutions and Money
Record number :
189641
Link To Document :
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