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GARCH forecasting under different distribution assumptions

Vilhelmsson, Anders LU (2006) In Journal of Forecasting 25(8). p.561-578
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Journal of Forecasting
volume
25
issue
8
pages
561 - 578
publisher
Wiley Online Library
ISSN
1099-131X
language
English
LU publication?
yes
id
e3e51b8e-1077-4a0e-868a-408d84e7fb9e (old id 1388409)
date added to LUP
2009-04-20 12:27:30
date last changed
2016-04-16 07:38:25
@article{e3e51b8e-1077-4a0e-868a-408d84e7fb9e,
  author       = {Vilhelmsson, Anders},
  issn         = {1099-131X},
  language     = {eng},
  number       = {8},
  pages        = {561--578},
  publisher    = {Wiley Online Library},
  series       = {Journal of Forecasting},
  title        = {GARCH forecasting under different distribution assumptions},
  volume       = {25},
  year         = {2006},
}