Answering the critics
yes, ARCH models do provide good volatility forecasts
Edición de la obra Answering the critics
| Autor | Torben G. Andersen |
|---|---|
| Editorial | National Bureau of Economic Research |
| Fecha de publicación | 1997 |
| Lugar | Cambridge, MA |
| Idioma | inglés |
| Páginas | 22 |
| Serie | NBER working paper series -- working paper 6023 · Working paper series (National Bureau of Economic Research) -- working paper no. 6023. |
| Número de Cutter | A544a |