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Forecasting Variance Using Stochastic Volatility and GARCH

Hansson, Björn LU and Hördahl, Peter (2005) In European Journal of Finance 11(1). p.33-57
Please use this url to cite or link to this publication:
author
organization
publishing date
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
2009-04-20 12:27:13
date last changed
2017-01-01 08:15:50
@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},
}