Evaluating and improving GARCH-based volatility forecasts...

Applied Economics 2013 / 10 Vol. 45; Iss. 28

Evaluating and improving GARCH-based volatility forecasts with range-based estimators

Hung, Jui-Cheng, Lou, Tien-Wei, Wang, Yi-Hsien, Lee, Jun-De
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Volume:
45
Language:
english
Journal:
Applied Economics
DOI:
10.1080/00036846.2012.748179
Date:
October, 2013
File:
PDF, 147 KB
english, 2013
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