Datasets Activity Stream About 21 datasets found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 2020 Formats: PDF Christian Conrad ; Onno Kleen Two are better than one: Volatility forecasting using multiplicative componen... We examine the properties and forecast performance of multiplicative volatility specifications that belong to the class of generalized autoregressive conditional... TXT PDF ZIP « 1 2