AbstractsMathematics

Forecasting accuracy for ARCH models and GARCH (1,1) family

by Åsa Grek




Institution: Örebro University
Department:
Year: 2014
Keywords: Natural Sciences; Mathematics; Probability Theory and Statistics; Naturvetenskap; Matematik; Sannolikhetsteori och statistik; Statistik
Record ID: 1334571
Full text PDF: http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-37495


Abstract