Daily volatility forecasts: reassessing the performance of GARCH models
Year: 2004
Type: article
Source: Journal of Forecasting
DOI: 10.1002/for.926
Authors: David G. McMillan, Alan E. H. Speight
Institutions: Durham University, Swansea University, University of Wales
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W2073397294