Forecasting interest rate volatility of the United Kingdom : evidence from over 150 years of data
© 2019 Informa UK Limited, trading as Taylor & Francis Group.
| Publié dans: | Journal of applied statistics. - 1991. - 47(2020), 6 vom: 17., Seite 1128-1143 |
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| Auteur principal: | |
| Autres auteurs: | , , |
| Format: | Article en ligne |
| Langue: | English |
| Publié: |
2020
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| Accès à la collection: | Journal of applied statistics |
| Sujets: | Journal Article C22 C53 G17 GARCH models Interest rates error distributions forecasting volatility |
| Accès en ligne |
Volltext |