Forecasting Variance Using Stochastic Volatility and GARCH

Björn Hansson, Peter Hördahl

Research output: Contribution to journal › Article › peer-review

Subject classification (UKÄ)

@article{80d985eb11a5423ba29117094f96f606,

title = "Forecasting Variance Using Stochastic Volatility and GARCH",

author = "Bj{\"o}rn Hansson and Peter H{\"o}rdahl",

year = "2005",

language = "English",

volume = "11",

pages = "33--57",

journal = "European Journal of Finance",

issn = "1466-4364",

publisher = "Taylor & Francis",

number = "1",

}