Lahiri, Kajal and Liu, Fushang (2005): ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts. Published in: Advances in Econometrics , Vol. 20, (2005): pp. 321-363.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by .