Pages that link to "Item:Q4687255"
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The following pages link to The Volatility and Density Prediction Performance of Alternative <scp>GARCH</scp> Models (Q4687255):
Displaying 5 items.
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models (Q4687640) (← links)
- News augmented GARCH(1,1) model for volatility prediction (Q5234129) (← links)
- (Q5299931) (← links)
- GARCH density and functional forecasts (Q6108262) (← links)