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The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models

Research article (Journal of Forecasting, 2017) · cited 15× · AI/ML
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The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models

Summary

The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models is a scholarly article[1].

Key Facts

  • The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models's instance of is recorded as scholarly article[2].

References

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Direct Wikidata claims

  1. [2] ↑ . wikidata.org.

Class ancestry

  1. [1] ↑ . Wikidata. wikidata.org.

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APA 4ort.xyz Knowledge Graph. (2026). The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models. Retrieved May 24, 2026, from https://4ort.xyz/entity/the-impact-of-parameter-and-model-uncertainty-on-market-risk-predictions-from-garchtype-models
MLA “The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/the-impact-of-parameter-and-model-uncertainty-on-market-risk-predictions-from-garchtype-models.
BibTeX @misc{4ortxyz_the-impact-of-parameter-and-model-uncertainty-on-market-risk-predictions-from-garchtype-models_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models}}, year = {2026}, url = {https://4ort.xyz/entity/the-impact-of-parameter-and-model-uncertainty-on-market-risk-predictions-from-garchtype-models}, note = {Accessed: 2026-05-24}}
LLM prompt According to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models — https://4ort.xyz/entity/the-impact-of-parameter-and-model-uncertainty-on-market-risk-predictions-from-garchtype-models (retrieved 2026-05-24)

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