A hybrid fuzzy GJR-GARCH modeling approach for stock market volatility forecasting
Leandro Maciel
| Year of publication: |
2013
|
|---|---|
| Authors: | Maciel, Leandro |
| Published in: |
Advances in financial risk management : corporates, intermediaries and portfolios. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 1-137-02508-5. - 2013, p. 253-283
|
| 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 im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010213079