Forecasting Variance Using Stochastic Volatility and GARCH
(2005) In European Journal of Finance 11(1). p.33-57
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1384576
- author
- Hansson, Björn LU and Hördahl, Peter
- organization
- publishing date
- 2005
- type
- Contribution to journal
- publication status
- published
- subject
- in
- European Journal of Finance
- volume
- 11
- issue
- 1
- pages
- 33 - 57
- publisher
- Taylor & Francis
- external identifiers
-
- scopus:16644375832
- ISSN
- 1466-4364
- language
- English
- LU publication?
- yes
- id
- 80d985eb-11a5-423b-a291-17094f96f606 (old id 1384576)
- date added to LUP
- 2016-04-04 14:00:24
- date last changed
- 2022-01-30 01:18:04
@article{80d985eb-11a5-423b-a291-17094f96f606,
author = {{Hansson, Björn and Hördahl, Peter}},
issn = {{1466-4364}},
language = {{eng}},
number = {{1}},
pages = {{33--57}},
publisher = {{Taylor & Francis}},
series = {{European Journal of Finance}},
title = {{Forecasting Variance Using Stochastic Volatility and GARCH}},
volume = {{11}},
year = {{2005}},
}