SSRN Electronic Journal · 2008 · 65 citations · 43 references
BusinessBusiness EconomicsEconomicsEconometricsForecastingTime Series AnalysisAsset Return ModelingCarbon MarketsCarbon PricingEmissions TradingTime Series ForecastingVolatility ModelingCarbon DioxideCarbon Emissions ForecastingGeneralized Autoregressive Conditional Heteroskedasticity ModelsMarkov-switching Garch ModelsOut-of-sample Forecast EvaluationSpot Price ForecastingTime Series Volatility ModelingVolatility
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Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
Business, Finance, Econometrics +11
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