A GMM procedure for combining volatility forecasts (Q1023635)
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scientific article; zbMATH DE number 5564686
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A GMM procedure for combining volatility forecasts |
scientific article; zbMATH DE number 5564686 |
Statements
A GMM procedure for combining volatility forecasts (English)
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12 June 2009
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volatility
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forecast combination
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GMM
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GARCH
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0.7649623155593872
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0.7553185820579529
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0.7541969418525696
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0.7457287311553955
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0.7440809011459351
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