A GMM procedure for combining volatility forecasts
type: Item
instance of: scholarly article
title: A GMM procedure for combining volatility forecasts
zbMATH Open document ID: 1452.62739
author: Alessandra Amendola
author: Giuseppe Storti
published in: Computational Statistics and Data Analysis
publication date: 2009-06-12T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 5564686
zbMATH Keywords: volatility
zbMATH Keywords: forecast combination
zbMATH Keywords: GMM
zbMATH Keywords: GARCH
MaRDI profile type: Publication
full work available at URL: j.csda.2007.10.001
OpenAlex ID: W1997022452
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DOI: 10.1016/J.CSDA.2007.10.001
description: scientific article; zbMATH DE number 5564686