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

Cite this

Vichi, M. ., Marquez Cebrian, M. D., Muñoz, M. P., & Martí Recober, M. (2006). Threshold volatility models: forecasting performance. In Compstat 206 - Proceedings in Computacional Statistics: 17th Symposium (1 ed., pp. 1541-1548).