Article · Journal · 2016

Misspecification of Variants of Autoregressive GARCH Models and Effect on In-Sample Forecasting

Journal of Modern Applied Statistical Methods

Citations: 1from other works
Field-weighted impact: 0.001.00 is the world average for its field and year
Among its field: 18th percentileby citations, against works of its field and year
Authors: 3from 2 institutions

Authors

3 authors across 2 institutions in 1 country