Forecast intervals in ARCH exponential smoothing

Broze, Laurence; Melard, Guy; Scaillet, Olivier

Scientific article

English

Forecast intervals in ARCH exponential smoothing

ContributorsBroze, Laurence; Melard, Guy; Scaillet, Olivier

Published inDiscussion Papers (CORE - Center for Operations research & econometrics)

Publication date1994

NoteCORE DP 9481 and CREST DP 9502

Affiliation entities

Faculté d'économie et de management / Geneva Finance Research Institute

Citation (ISO format)

BROZE, Laurence, MELARD, Guy, SCAILLET, Olivier. Forecast intervals in ARCH exponential smoothing. In: Discussion Papers (CORE - Center for Operations research & econometrics), 1994.

Article (Published version)

Identifiers

PID : unige:41803

Additional URL for this publicationhttps://alfresco.uclouvain.be/alfresco/d/d/workspace/SpacesStore/2b9e48e9-aafe-4f88-be0e-ebf1c8199596/1994/coredp_1994_81.pdf

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Forecast intervals in ARCH exponential smoothing

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