Forecasting the Jordanian stock index : modelling asymmetric volatility and distribution effects within a GARCH framework
Heitham Al-Hajieh, Hashem AlNemer, Timothy Rodgers, Jacek Niklewski
| Year of publication: |
2015
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|---|---|
| Authors: | Al-Hajieh, Heitham ; Al-Nemer, Hashem Abdullah ; Rodgers, Timothy ; Niklewski, Jacek |
| Published in: |
Copernican Journal of Finance & Accounting : CJF&A. - Toruń : [Verlag nicht ermittelbar], ISSN 2300-3065, ZDB-ID 2753136-3. - Vol. 4.2015, 2, p. 9-25
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| Subject: | GARCH | asymmetry | distributions | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienindex | Stock index | Jordanien | Jordan | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12775/CJFA.2015.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012216276