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Where did the GARCH models perform best in terms of volatility forecasting? : equity vs. commodities markets

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Sum total of downloads: 0

Journal: 
Academic journal of economic studies
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e-ISSN: 
2457-5836
Document Type: 
Article
Year of Publication: 
2017
Language: 
English (eng)
Citation: 
Lolea, Iulian (2017). Where did the GARCH models perform best in terms of volatility forecasting? : equity vs. commodities markets. In: Academic journal of economic studies 3 (3), S. 79 - 86.

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