"Forecasting with GARCH models under structural breaks: An approach based ..."

Davide De Gaetano (2020)

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DOI: 10.1080/03610918.2018.1520876

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type: Journal Article

metadata version: 2025-01-19

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Davide De Gaetano:
Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows. Commun. Stat. Simul. Comput. 49(10): 2559-2582 (2020)

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