Forecasting stock exchange in the presence of long memory and occasional structural changes
Chin Wen Cheong; Zaidi Isa; Abu Hassan Shaari Mohd Nor
| Year of publication: |
2009
|
|---|---|
| Authors: | Chin, Wen Cheong ; Zaidi Bin Isa ; Abu Hassan Shaari Mohd Nor |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 7.2009, 1, p. 48-59
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Asien | Asia | 1996-2006 |
| 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://www.econbiz.de/10009153694