An alternative volatility forecasting by backtesting optimization process with GARCH model
Alex Yihou Huang, Fangjhy Li, Wen-Cheng Hu & Chih-Chun Chen
| Year of publication: |
2011
|
|---|---|
| Authors: | Huang, Alex ; Li, Fangjhy ; Hu, Wen-cheng ; Chen, Chih-Chun |
| Published in: |
International journal of economics. - New Delhi : Serials Publ., ISSN 0973-6719, ZDB-ID 2518665-6. - Vol. 5.2011, 2, p. 235-242
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009502594