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

Lolea, Iulian

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/1010

Title:

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

Journal:

Academic journal of economic studies

Authors:

Lolea, Iulian

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.

Appears in Collections:

Academic journal of economic studies

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