Scholars@Duke publication: Answering the Critics: Yes, Arch Models Do Provide Good Volatility Forecasts

Answering the Critics: Yes, Arch Models Do Provide Good Volatility Forecasts

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Andersen, TG; Bollerslev, T

April 1997

Duke Scholars

Author Tim Bollerslev Economics

Publication Date

April 1997

Citation

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Andersen, T. G., & Bollerslev, T. (1997). Answering the Critics: Yes, Arch Models Do Provide Good Volatility Forecasts.

Andersen, T. G., and T. Bollerslev. “Answering the Critics: Yes, Arch Models Do Provide Good Volatility Forecasts,” April 1997.

Andersen TG, Bollerslev T. Answering the Critics: Yes, Arch Models Do Provide Good Volatility Forecasts. 1997.

Andersen, T. G., and T. Bollerslev. Answering the Critics: Yes, Arch Models Do Provide Good Volatility Forecasts. Apr. 1997.

Andersen TG, Bollerslev T. Answering the Critics: Yes, Arch Models Do Provide Good Volatility Forecasts. 1997.

Publication Date

April 1997