Funder
University Natural Science Research Project of Anhui Province
National Natural Science Foundation of China
Reference30 articles.
1. Amado, C., Silvennoinen, A., Teräsvirta, T., 2018. Models with multiplicative decomposition of conditional variances and correlations. In: Working Paper.
2. Modelling volatility by variance decomposition;Amado;J. Econom.,2013
3. Specification and testing of multiplicative time-varying GARCH models with applications;Amado;Econom. Rev.,2017
4. Answering the skeptics: yes, standard volatility models do provide accurate forecasts;Andersen;Int. Econom. Rev.,1998
5. The importance of the macroeconomic variables in forecasting stock return variance: a GARCH-MIDAS approach;Asgharian;J. Forecast.,2013
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献