Estimating stock market volatility using asymmetric GARCH models
Dima Alberg, Haim Shalit and Rami Yosef
| Year of publication: |
2008
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| Authors: | Alberg, Dima ; Shalit, Haim ; Yosef, Rami |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 13/15, p. 1201-1208
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| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Schätzung | Estimation | ARCH-Modell | ARCH model | Israel |
| Type of publication: | Article |
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| 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/10003760244