Department of Management

Does Anything Beat a GARCH(1,1)? A Comparison Based on Test for Superior Predictive Ability

Research output: ResearchArticle in proceedings

Original languageEnglish
Title of host publicationProceedings for The 2003 IEEE International Conference on Computational Intelligence for Financial Engineering
Number of pages7
PublisherIEEE Computer Society Press
Publication year2003
Pages301-307
StatePublished - 2003
EventDoes Anything Beat a GARCH(1,1)? A Comparison Based on Test for Superior Predictive Ability -
Duration: 18 Dec 2010 → …

Conference

ConferenceDoes Anything Beat a GARCH(1,1)? A Comparison Based on Test for Superior Predictive Ability
Periode18/12/2010 → …

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