Garch forecasting performance under different distribution assumptions

Anders Wilhelmsson

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

73 Citeringar (Scopus)

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Journal of Forecasting
Volym	25
Nummer	8
Sidor (från-till)	561-578
Antal sidor	18
ISSN	0277-6693
Status	Publicerad - 2006
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

OpenUrl-tillgänglighet

@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",

}