Forecasting performance of asymmetric GARCH stock market volatility models
Ho-Jin Lee
| Year of publication: |
2009
|
|---|---|
| Authors: | Lee, Ho Jin |
| Published in: |
Dae oe gyeong je yeon gu. - Seo ul, ISSN 1598-2769, ZDB-ID 2056824-1. - Vol. 13.2009, 2, p. 109-143
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in korean. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003930495