Comparing the accuracy of density forecasts from competing GARCH models (Q3632328)
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scientific article; zbMATH DE number 5568128
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| English | Comparing the accuracy of density forecasts from competing GARCH models |
scientific article; zbMATH DE number 5568128 |
Statements
23 June 2009
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density
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conditional distribution
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forecast accuracy
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GARCH
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Kullback-Leibler information criteria
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0.7725224494934082
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0.7699564695358276
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0.761914849281311
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0.7600255608558655
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