Work

Prediction intervals in conditionally heteroscedastic time series with stochastic components

Year: 2010

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2010.05.007

Authors: Santiago Pellegrini, Esther Ruiz, Antoni Espasa

Institutions: Repsol (Spain), Universidad Carlos III de Madrid

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2140325534

FWCI: 3.343

Cites: 21

Cited by: 25

Related to: 10