A volatility model based on adaptive expectations : an improvement on the rational expectations model
Yuan Yao, Yang Zhao, Yan Li
| Year of publication: |
2022
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|---|---|
| Authors: | Yao, Yuan ; Zhao, Yang ; Li, Yan |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 82.2022, p. 1-20
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| Subject: | GARCH model | Stock market | LSTM | Rational expectations | Volatility models | Volatilität | Volatility | Rationale Erwartung | ARCH-Modell | ARCH model | Theorie | Theory | Aktienmarkt | Börsenkurs | Share price | Adaptive Erwartungen | Adaptive expectations | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102202 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013431245