Forecasting volatility

Thavaneswaran, A., Appadoo, S. S., Peiris, S. . Statistics & Probability Letters 2005. 75 (1) :1-10

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Bibtex

@article{CIS-241983,
  Author = {Thavaneswaran, A. and Appadoo, S. S. and Peiris, S.},
  Title = {Forecasting volatility},
  Journal = {Statistics & Probability Letters},
  Volume = {75},
  Number = {1},
  Year = {2005},
  Pages = {1--10},
  Keywords = {Conditional expectation, Heteroscedasticity, random, GARCH models, Stochastic volatility, innovations}
}

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