Work

Sampling properties of criteria for evaluating GARCH volatility forecasts

Year: 2007

Type: article

Source: Applied Financial Economics

DOI: 10.1080/09603100600735294

Author: Yasemin Ulu

Institution: St. Cloud State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2012808839

FWCI: 0.503

Cites: 22

Cited by: 4

Related to: 10