Forecasting stock market volatility using (nonlinear) GARCH models

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@article{3cccaf497cce4af49d46d54f874f05c1,

title = "Forecasting stock market volatility using (nonlinear) GARCH models",

author = "{van Dijk}, Dick and Franses, {Philip Hans}",

year = "1996",

language = "Undefined/Unknown",

volume = "15",

pages = "229--235",

journal = "Journal of Forecasting",

issn = "0277-6693",

publisher = "John Wiley & Sons Ltd.",

}