Pages that link to "Item:Q1184761"

The following pages link to Are the GARCH models best in out-of-sample performance! (Q1184761):

Displaying 2 items.

• Volatility forecasting in the hang seng index using the GARCH approach (Q841853) (← links)
• Modelling credit spreads with time volatility, skewness, and kurtosis (Q1615804) (← links)