Optimal Multi-Step-Ahead Prediction of ARCH/GARCH Models...

Optimal Multi-Step-Ahead Prediction of ARCH/GARCH Models and NoVaS Transformation

Chen, Jie, Politis, Dimitris N.
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Volume:
7
Journal:
Econometrics
DOI:
10.3390/econometrics7030034
Date:
August, 2019
File:
PDF, 5.02 MB
2019
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