David G. Mcmillan and Alan E. H. Speight Daily FX Volatility Forecasts: Can the GARCH(1,1) Model be Beaten using High-Frequency Data? Journal of Forecasting 31
Article first published online: 13 MAR 2011 | DOI: 10.1002/for.1222
Complete the form below and we will send an e-mail message containing a link to the selected article on your behalf
Required = Required Field
Choose captcha format: Image or Audio. Click here if you need help.