FinMetrics: analysis of financial data in S-PLUS
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Bibliographic InfoArticle provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.
Volume (Year): 19 (2004)
Issue (Month): 2 ()
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Web page: http://www.interscience.wiley.com/jpages/0883-7252/
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- Brooks, Chris & Burke, Simon P. & Persand, Gita, 2001. "Benchmarks and the accuracy of GARCH model estimation," International Journal of Forecasting, Elsevier, vol. 17(1), pages 45-56.
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