Garch forecasting performance under different distribution assumptions

Anders Wilhelmsson

Research output: Contribution to journal › Article › Scientific › peer-review

76 Citations (Scopus)

Original language	English
Peer-reviewed scientific journal	Journal of Forecasting
Volume	25
Issue number	8
Pages (from-to)	561-578
Number of pages	18
ISSN	0277-6693
Publication status	Published - 2006
MoE publication type	A1 Journal article - refereed

OpenUrl availability

@article{def40477ac294febbdeed1d562d389ff,

title = "Garch forecasting performance under different distribution assumptions",

author = "Anders Wilhelmsson",

year = "2006",

language = "English",

volume = "25",

pages = "561--578",

journal = "Journal of Forecasting",

issn = "0277-6693",

publisher = "John Wiley & Sons",

number = "8",

}