Comparing volatility forecasting models during the global financial crisis

dc.creatorFrank Magalhães de Pinho
dc.creatorRicardo F. Couto
dc.date.accessioned2022-08-08T12:58:29Z
dc.date.accessioned2022-10-03T22:17:18Z
dc.date.available2022-08-08T12:58:29Z
dc.date.available2022-10-03T22:17:18Z
dc.date.created2022-08-08T12:58:29Z
dc.date.issued2016
dc.identifier10.1080/03610918.2016.1152363
dc.identifier03610918
dc.identifierhttp://hdl.handle.net/1843/44029
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/3798247
dc.publisherUniversidade Federal de Minas Gerais
dc.publisherBrasil
dc.publisherFCE - DEPARTAMENTO DE CIÊNCIAS ADMINISTRATIVAS
dc.publisherICX - DEPARTAMENTO DE ESTATÍSTICA
dc.publisherUFMG
dc.relationCommunications in Statistics - Simulation and Computation
dc.rightsAcesso Restrito
dc.subjectAPARCH
dc.subjectModels Classical
dc.subjectBayesian Inference
dc.subjectHeavy Tailed Distributions
dc.subjectNon-Gaussian state space model
dc.subjectVolatility Models
dc.titleComparing volatility forecasting models during the global financial crisis
dc.typeArtigo de Periódico


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