Work

Benchmarks and the accuracy of GARCH model estimation

Year: 2001

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/s0169-2070(00)00070-4

Authors: Chris Brooks, Simon P. Burke, Gita Persand

Institution: University of Reading

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1990384452

FWCI: 8.517

Cites: 13

Cited by: 185

Related to: 10