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Monte Carlo estimation of integrals occurring in the non-linear theory of gravitational instability

✍ Scribed by A.G Doroshkevich; I.M Sobol

Publisher
Elsevier Science
Year
1987
Weight
301 KB
Volume
27
Category
Article
ISSN
0041-5553

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## Abstract Volatility models such as GARCH, although misspecified with respect to the data‐generating process, may well generate volatility forecasts that are unconditionally unbiased. In other words, they generate variance forecasts that, on average, are equal to the integrated variance. However,