The predictive power of log-likelihood of GARCH volatility

Autor:	Handika, Rangga, Chalid, Dony Abdul
Zdroj:	Review of Accounting and Finance, 2018, Vol. 17, Issue 4, pp. 482-497.
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/RAF-01-2017-0006 Zobrazit plný text záznamu