Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time-varying beta
Version of Record online: 24 SEP 2008
Copyright © 2008 John Wiley & Sons, Ltd.
Journal of Forecasting
Volume 27, Issue 8, pages 670–689, December 2008
How to Cite
Choudhry, T. and Wu, H. (2008), Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time-varying beta. J. Forecast., 27: 670–689. doi: 10.1002/for.1096
- Issue online: 10 NOV 2008
- Version of Record online: 24 SEP 2008
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!