Robust forecasting of dynamic conditional correlation GARCH models (2013)

First Author: Boudt K

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.ijforecast.2012.06.003

Publication URI: http://dx.doi.org/10.1016/j.ijforecast.2012.06.003

Type: Journal Article/Review

Parent Publication: International Journal of Forecasting

Issue: 2