Threshold volatility models: forecasting performance

M. [eds] Vichi, Maria Dolores Marquez Cebrian, M.P. Muñoz, Manuel Martí Recober

Research output: Chapter in BookChapterResearch

Original languageEnglish
Title of host publicationCompstat 206 - Proceedings in Computacional Statistics: 17th Symposium
Place of PublicationHeidelberg (DE)
Pages1541-1548
Number of pages7
Edition1
Publication statusPublished - 1 Jan 2006

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