The volatility and density prediction performance of alternative GARCH models (Q4687255)
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scientific article; zbMATH DE number 6951784
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| English | The volatility and density prediction performance of alternative GARCH models |
scientific article; zbMATH DE number 6951784 |
Statements
The Volatility and Density Prediction Performance of Alternative <scp>GARCH</scp> Models (English)
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11 October 2018
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alternative GARCH models
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normal
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compound Poisson (jump)
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skewed-\(t\)
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0.7866758704185486
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0.7705250978469849
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0.7682495713233948
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0.7637859582901001
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