Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Issues: 7 Volumes: 20 Formats: ox Peter Reinhard Hansen ; Asger Lunde A forecast comparison of volatility models: does anything beat a GARCH(1,1)? ... We compare 330 ARCH-type models in terms of their ability to describe the conditional variance. The models are compared out-of-sample using DM?$ exchange rate data and IBM... TXT mat ox h oxo PDF
