The Volatility and Density Prediction Performance of Alternative GARCH Models

Teng‐Hao Huang and Yaw‐Huei Wang

Journal of Forecasting, 2012, vol. 31, issue 2, 157-171

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:31:y:2012:i:2:p:157-171

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