# 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

**Wikidata**: [openalex:W2610239431](https://www.wikidata.org/wiki/openalex:W2610239431)  
**Source**: https://4ort.xyz/entity/the-impact-of-parameter-and-model-uncertainty-on-market-risk-predictions-from-garchtype-models