Daily volatility forecasts: reassessing the performance of GARCH models
Version of Record online: 20 SEP 2004
Copyright © 2004 John Wiley & Sons, Ltd.
Journal of Forecasting
Volume 23, Issue 6, pages 449–460, September 2004
How to Cite
McMillan, D. G. and Speight, A. E. H. (2004), Daily volatility forecasts: reassessing the performance of GARCH models. J. Forecast., 23: 449–460. doi: 10.1002/for.926
- Issue online: 20 SEP 2004
- Version of Record online: 20 SEP 2004
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