Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Go
Formats:
TXT
h
h
Publication Year:
2005
Peter Reinhard Hansen
;
Asger Lunde
A forecast comparison of volatility models: does anything beat a GARCH(1,1)? ...
We compare 330 ARCH-type models in terms of their ability to describe the conditional variance. The models are compared out-of-sample using DM?$ exchange rate data and IBM...
DOI:10.15456/jae.2022319.0710682229
TXT
mat
ox
h
oxo
PDF
