Work

Evaluating Multi-Horizon Volatility-Forecasting Performances of GARCH-Type Models

Year: 2019

Type: article

Author: Hao Hu

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2942013608

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Related to: 10