Does any model beat the GARCH (1.1)?: A Forecast comparison of volatility models through option prices

Additional Metadata
Thesis Advisor	Lemmen, J,
Persistent URL	hdl.handle.net/2105/33668
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Mathoera, M. (2016, April 20). Does any model beat the GARCH (1.1)?: A Forecast comparison of volatility models through option prices. Business Economics. Retrieved from http://hdl.handle.net/2105/33668

Does any model beat the GARCH (1.1)?