Forecasting stock index volatility with GARCH models : international evidence
Prateek Sharma and Vipul (Department of Finance and Accounting, Indian Institute of Management, Lucknow, India)
| Year of publication: |
2015
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|---|---|
| Authors: | Sharma, Prateek ; Vipul |
| Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 32.2015, 4, p. 445-463
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| Subject: | GARCH | Volatility | Conditional variance | Forecast | Stock indices | ARCH-Modell | ARCH model | Volatilität | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Japan | Schätzung | Estimation | Welt | World | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-11-2014-0212 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011492253