Department of Economics and Business Economics

Forecasting Risk with Markov-Switching GARCH Models: A large-scale performance study

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Documents

DOI

    David Ardia, SwazilandKeven Bluteau, SwazilandKris Boudt, Vrije Universiteit Brussel, Belgium and VU University Amsterdam, Netherlands
  • Leopoldo Catania
Original languageEnglish
JournalInternational Journal of Forecasting
Volume34
Issue number4
Pages (from-to)733-747
ISSN0169-2070
DOIs
Publication statusPublished - 2018

See relations at Aarhus University Citationformats

ID: 127602917