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Robust forecasting of dynamic conditional correlation GARCH models

2012/12/23 by Kris Boudt, Jón Daníelsson, Sébastien Laurent · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Italy: Economic History and Contemporary Issues

paper · doi:10.1016/j.ijforecast.2012.06.003

openalex publication_date 2012/12/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/02

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