Citations: Out-of-sample forecasting performance of the QGARCH model

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Yuanyuan Zhang & Taufiq Choudhry. (2015) Forecasting the daily dynamic hedge ratios by GARCH models: evidence from the agricultural futures markets. The European Journal of Finance 21:4, pages 376-399.
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Prateek Sharma & Vipul _. (2015) Forecasting stock index volatility with GARCH models: international evidence. Studies in Economics and Finance 32:4, pages 445-463.
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Out-of-sample forecasting performance of the QGARCH model

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Out-of-sample forecasting performance of the QGARCH model

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