Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows (Q5083880)
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scientific article; zbMATH DE number 7545483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows |
scientific article; zbMATH DE number 7545483 |
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Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows (English)
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21 June 2022
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econometric simulation
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forecast combinations
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structural breaks
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volatility forecasting
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