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
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|---|---|
| Authors: | Huang, Alex Yihou ; Li, Fangjhy ; Hu, Wen-cheng ; Chen, Chih-chun |
| Published in: |
International journal of economics. - New Delhi : Serials Publ., ISSN 0973-6719, ZDB-ID 25186656. - Vol. 5.2011, 2, p. 235-242
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009925381