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An edition of Answering the critics (1997)

Answering the critics

yes, ARCH models do provide good volatility forecasts

by

Answering the critics
Torben G. Andersen, Torben G. ...
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Last edited by MARC Bot
March 12, 2026 | History
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An edition of Answering the critics (1997)

Answering the critics

yes, ARCH models do provide good volatility forecasts

by

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
22

Subjects

Assets (Accounting) Autoregression (Statistics) Econometrics Forecasting Prices
Edition Availability
Cover of: Answering the critics
Answering the critics: yes, ARCH models do provide good volatility forecasts
1997, National Bureau of Economic Research
in English

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Book Details

Edition Notes

"April 1997."

JEL no. C22, C52, C53, G12, G13.

Includes bibliographical references (p. 18-22).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Published in
Cambridge, MA
Series
NBER working paper series -- working paper 6023, Working paper series (National Bureau of Economic Research) -- working paper no. 6023.
Other Titles
Yes, ARCH models do provide good volatility forecasts, ARCH models do provide good volatility forecasts

Classifications

Library of Congress
HB1 b .W654 no. 6023

The Physical Object

Pagination
22, [13] p. :
Number of pages
22

Edition Identifiers

Open Library
OL22407677M

Work Identifiers

Work ID
OL5893931W

Source records

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{{cite book|author=Torben G. Andersen |date=1997 |title=Answering the critics |publication-place=Cambridge, MA |publisher=National Bureau of Economic Research |ol=22407677M}}