TY  - JOUR
TI  - A forecast comparison of volatility models: does anything beat a GARCH(1,1)?
AU  - Peter Reinhard Hansen
AU  - Asger Lunde
JO  - Journal of Applied Econometrics
PY  - 2005
VL  - 20
IS  - 7
DO  - 10.1002/jae.800
UR  - https://doi.org/10.1002/jae.800
ER  -