@article{HUANG Hai-nan:13, author = {HUANG Hai-nan, ZHONG Wei}, title = {Evaluation on Volatility Forecasting Performance of GARCH-Type Models}, publisher = {Chinese Journal of Management Science}, year = {2007}, journal = {Chinese Journal of Management Science}, volume = {15}, number = {6}, eid = {13}, numpages = {6}, pages = {13}, keywords = {

GARCH:realized volatility;M-Z regression;loss function

}, url = {http://www.zgglkx.com/EN/abstract/article_12883.shtml}, doi = {} }