Density prediction of stock index returns using GARCH...

Economics Letters 2012 Vol. 116; Iss. 3

Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?

Lennart F. Hoogerheide, David Ardia, Nienke Corré
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Volume:
116
Year:
2012
Language:
english
Pages:
326
DOI:
10.1016/j.econlet.2012.03.026
File:
PDF, 199 KB
english, 2012
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