Forecast intervals in ARCH exponential smoothing

Broze, Laurence; Melard, Guy; Scaillet, Olivier

Scientific article

English

Forecast intervals in ARCH exponential smoothing

Contributors

Broze, Laurence; Melard, Guy; Scaillet, Olivier

Published in

Discussion Papers (CORE - Center for Operations research & econometrics)

Publication date

1994

Note

CORE DP 9481 and CREST DP 9502

UNIGE 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 publication

https://alfresco.uclouvain.be/alfresco/d/d/workspace/SpacesStore/2b9e48e9-aafe-4f88-be0e-ebf1c8199596/1994/coredp_1994_81.pdf

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Creation

14/11/2014 00:33:00

First validation

14/11/2014 00:33:00

Update

14/03/2023 22:15:03

Status update

14/03/2023 22:15:03

Last indexation

30/10/2024 20:44:12

Forecast intervals in ARCH exponential smoothing

Contributors

Published in

Publication date

Note

UNIGE affiliation entities

Citation (ISO format)

Main files (1)

Identifiers

Additional URL for this publication

Technical informations

Creation

First validation

Update

Status update

Last indexation