Assessing volatility forecasting models: Why GARCH models take the lead1

Romanian Journal of Economic Forecasting

Volumn 12, Issue 4, 2009, Pages 42-65

  Matei, Marius ^a  

^a ACADEMY OF ROMANIAN SCIENTISTS   (Romania)

Author keywords

Correlation; Forecast; GARCH; Heteroskedasticity; Risk; Volatility

Indexed keywords

EID: 76449098245     PISSN: 15826163     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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