Adjusting forecast intervals in arch‐m models (Q4677010)
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scientific article; zbMATH DE number 2169585
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjusting forecast intervals in arch‐m models |
scientific article; zbMATH DE number 2169585 |
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Adjusting forecast intervals in arch‐m models (English)
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20 May 2005
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forecast intervals
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ARCH-M models
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ARMA model
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GARCH(1,1) innovations
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conditional distribution
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