Density Prediction of Stock Index Returns Using GARCH Models: Frequentist or Bayesian Estimation?
Hoogerheide, Lennart F., Ardia, David, Corré, NienkéYear:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1743703
File:
PDF, 278 KB
english, 2011