Comparison of forecasting performances: Does normalization and variance stabilization method beat GARCH(1,1)‐type models? Empirical evidence from the stock markets

Publisher： John Wiley & Sons Inc

E-ISSN： 1099-131x|37|2|133-150

ISSN： 0277-6693

Source： JOURNAL OF FORECASTING, Vol.37, Iss.2, 2018-03, pp. : 133-150

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