Robust forecasting of dynamic conditional correlation GARCH models

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	244-257
Journal	International Journal of Forecasting
Volume	29
Issue number	2
DOIs	https://doi.org/10.1016/j.ijforecast.2012.06.003
Publication status	Published - 2013

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title = "Robust forecasting of dynamic conditional correlation GARCH models",

author = "K.M.R. Boudt and J. Danielsson and S. Laurent",

year = "2013",

doi = "10.1016/j.ijforecast.2012.06.003",

language = "English",

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pages = "244--257",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier B.V.",

number = "2",

}

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AU - Boudt, K.M.R.

AU - Danielsson, J.

AU - Laurent, S.

PY - 2013

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DO - 10.1016/j.ijforecast.2012.06.003

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EP - 257

JO - International Journal of Forecasting

JF - International Journal of Forecasting

IS - 2

ER -