Andreas Gottschling

Banking Consultants and Systems GmbH

D-60528 Frankfurt

Germany

  • Banking Consultants and Systems GmbH

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Hypernormal Densities

UCSD, Economics Working Paper No. 2002-14, Universitat Pompeu Fabra Working Paper No
Number of pages: 42 Posted: 17 Dec 2002
Raffaella Giacomini, Andreas Gottschling, Christian Haefke and Halbert L. White Jr.
University College London - Department of Economics, Banking Consultants and Systems GmbH, Institute for Advanced Studies (IHS) and University of California, San Diego (UCSD) - Department of Economics
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Abstract:

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ARMA-GARCH models, Neutral Networks, Nonparametric Density Estimation, Forecast Accuracy