Dynamic forecasting : efficacy of rolling symmetric and asymmetric GARCH models
Shalini Talwar
| Year of publication: |
July-September 2016
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|---|---|
| Authors: | Talwar, Shalini |
| Published in: |
South Asian journal of management : SAJM. - Hyderabad : AMDISA, ISSN 0971-5428, ZDB-ID 2446149-0. - Vol. 23.2016, 3, p. 102-142
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| Subject: | Conditional Volatility | EGARCH | GARCH | Leverage Effect | TARCH | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation |
| 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://www.econbiz.de/10011643885