Work

Garch forecasting performance under different distribution assumptions

Year: 2006

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.1009

Author: Anders Wilhelmsson

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1968378945

FWCI: 5.104

Cites: 37

Cited by: 122

Related to: 10