Answering the critics
yes, ARCH models do provide good volatility forecasts
Our rough guess is there are 5,500 words in this book.
At a pace averaging 250 words per minute, this book will take 0 hours and 22 minutes to read. With a half hour per day, this will take 1 days to read.
How long will it take you?
This book will take an estimated to read at a reading speed averaging words per minute. With 30 minutes per day, this will take to read.
Enter your reading speedYou can take one of our WPM reading speed tests to find your reading speed.
Create a free account to track your reading progress, build your reading list, and set reading goals.
Author
Contributions
- Bollerslev, Tim, 1958- - Contributor
- National Bureau of Economic Research. - Contributor
Publication
1997 - National Bureau of Economic Research, Cambridge, MA, Massachusetts
Language
English
Word Count
5,500 words, Guess
Page Count
22 pages
Identifiers
- OCLC Control Number36956501
- Open LibraryOL22407677M
Classifications
- LCCHB1 b .W654 no. 6023
Alternate Titles
- Yes, ARCH models do provide good volatility forecasts
- ARCH models do provide good volatility forecasts
Subjects
Topics
Series Statement
- NBER working paper series -- working paper 6023
- Working paper series (National Bureau of Economic Research) -- working paper no. 6023.
Links
Reader Reviews
No reviews yet for this book.
Be the first to share your thoughts!