GARCH forecasting under different distribution assumptions
(2006) In Journal of Forecasting 25(8). p.561-578
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1388409
- author
- Vilhelmsson, Anders LU
- organization
- publishing date
- 2006
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Journal of Forecasting
- volume
- 25
- issue
- 8
- pages
- 561 - 578
- publisher
- John Wiley & Sons Inc.
- external identifiers
-
- scopus:33845968035
- ISSN
- 1099-131X
- language
- English
- LU publication?
- yes
- id
- e3e51b8e-1077-4a0e-868a-408d84e7fb9e (old id 1388409)
- date added to LUP
- 2016-04-04 10:14:09
- date last changed
- 2022-03-23 07:40:30
@article{e3e51b8e-1077-4a0e-868a-408d84e7fb9e,
author = {{Vilhelmsson, Anders}},
issn = {{1099-131X}},
language = {{eng}},
number = {{8}},
pages = {{561--578}},
publisher = {{John Wiley & Sons Inc.}},
series = {{Journal of Forecasting}},
title = {{GARCH forecasting under different distribution assumptions}},
volume = {{25}},
year = {{2006}},
}