A hybrid fuzzy GJR-GARCH modeling approach for stock market volatility forecasting
Leandro Maciel
| Year of publication: |
2012
|
|---|---|
| Authors: | Maciel, Leandro |
| Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Fuzzy-Set-Theorie | Fuzzy sets | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in span. Sprache Parallelt.: Modelo Híbrido GJR-GARCH Neboluso para a Previsão da Volatilidade em Mercados de Ações |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009670355