The Volatility and Density Prediction Performance of Alternative <scp>GARCH</scp> Models (Q4687255)
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scientific article; zbMATH DE number 6951784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Volatility and Density Prediction Performance of Alternative <scp>GARCH</scp> Models |
scientific article; zbMATH DE number 6951784 |
Statements
The Volatility and Density Prediction Performance of Alternative <scp>GARCH</scp> Models (English)
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11 October 2018
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alternative GARCH models
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normal
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compound Poisson (jump)
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skewed-\(t\)
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