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Daily volatility forecasts: reassessing the performance of GARCH models

David G McMillan, Alan Speight

Journal of Forecasting, Volume: 23, Issue: 6, Start page: 449

Swansea University Author: Alan Speight

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DOI (Published version): 10.1002/for.926

Published in: Journal of Forecasting
ISSN: 0277-6693 1099-131X
Published: 2004
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URI: https://cronfa.swan.ac.uk/Record/cronfa2207
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first_indexed 2013-07-23T11:50:44Z
last_indexed 2018-02-09T04:30:25Z
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spelling 2011-10-01T00:00:00.0000000 v2 2207 2011-10-01 Daily volatility forecasts: reassessing the performance of GARCH models 086584e9c4fa16eab0222e146b9e35ce Alan Speight Alan Speight true false 2011-10-01 BAF Journal Article Journal of Forecasting 23 6 449 0277-6693 1099-131X 31 12 2004 2004-12-31 10.1002/for.926 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2011-10-01T00:00:00.0000000 2011-10-01T00:00:00.0000000 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance David G McMillan 1 Alan Speight 2
title Daily volatility forecasts: reassessing the performance of GARCH models
spellingShingle Daily volatility forecasts: reassessing the performance of GARCH models
Alan Speight
title_short Daily volatility forecasts: reassessing the performance of GARCH models
title_full Daily volatility forecasts: reassessing the performance of GARCH models
title_fullStr Daily volatility forecasts: reassessing the performance of GARCH models
title_full_unstemmed Daily volatility forecasts: reassessing the performance of GARCH models
title_sort Daily volatility forecasts: reassessing the performance of GARCH models
author_id_str_mv 086584e9c4fa16eab0222e146b9e35ce
author_id_fullname_str_mv 086584e9c4fa16eab0222e146b9e35ce_***_Alan Speight
author Alan Speight
author2 David G McMillan
Alan Speight
format Journal article
container_title Journal of Forecasting
container_volume 23
container_issue 6
container_start_page 449
publishDate 2004
institution Swansea University
issn 0277-6693
1099-131X
doi_str_mv 10.1002/for.926
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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active_str 0
published_date 2004-12-31T03:05:23Z
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