A Practical Guide to Forecasting Financial Market Volatility

By Ser-Huang Poon. 2005

193 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/a0de1f3fa749ed66e0f2ff76bb5db5dfbf5b734b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Eric Zivot
2. Elena Pesavento
3. B. Hansen
4. Graham Elliott

Citations in the corpus

• Practical Issues in the Analysis of Univariate GARCH Models (2009, background): “There are also several comprehensive surveys that focus on the forecasting performance of GARCH models including [78], [77], and [3].”