Volatility forecasting: Evidence from a fractional integrated asymmetric power ARCH skewed-t model

Applied Financial Economics

Volumn 14, Issue 18, 2004, Pages 1333-1342

  Degiannakis, Stavros ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

[No Author keywords available]

Indexed keywords

STATISTICAL ANALYSIS;

EID: 10244245000     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310042000285794     Document Type: Article

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