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https://ptsldigital.ukm.my/jspui/handle/123456789/586817| Title: | Comparing the Accuracy of Density Forecasts from Competing GARCH Models |
| Authors: | Abu Hassan Shaari Mohd Nor Ahmad Shamiri Zaidi Isa |
| Keywords: | conditional distribution Density forecast accuracy GARCH Kullback-Leibler information criteria |
| Issue Date: | 2009 |
| News Source: | Sains Malaysiana |
| ISSN: | 0126-6039 |
| Call Number: | Siri Q1.S23 |
| Publisher: | Penerbit UKM |
| Appears in Collections: | UKM Journal Article / Artikel Jurnal UKM |
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