Garch forecasting performance under different distribution assumptions

Anders Wilhelmsson

Research output: Contribution to journalArticleScientificpeer-review

39 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalJournal of Forecasting
Volume25
Issue number8
Pages (from-to)561-578
Number of pages18
ISSN0277-6693
Publication statusPublished - 2006
MoE publication typeA1 Journal article - refereed

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