Adjusting forecast intervals in arch‐m models (Q4677010)
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scientific article; zbMATH DE number 2169585
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| default for all languages | No label defined |
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| English | Adjusting forecast intervals in arch‐m models |
scientific article; zbMATH DE number 2169585 |
Statements
Adjusting forecast intervals in arch‐m models (English)
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20 May 2005
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forecast intervals
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ARCH-M models
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ARMA model
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GARCH(1,1) innovations
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conditional distribution
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0.8170031905174255
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0.800178050994873
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0.7994167804718018
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0.7477878928184509
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0.7396676540374756
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