Forecasting variance using stochastic volatility and GARCH

Björn Hansson and Peter Hördahl

Year of publication:	1998
Authors:	Hansson, Björn A. ; Hördahl, Peter
Publisher:	Lund
Subject:	Volatilität \| Volatility \| Zeitreihenanalyse \| Time series analysis \| Stochastischer Prozess \| Stochastic process \| Prognoseverfahren \| Forecasting model \| Aktienindex \| Stock index \| Theorie \| Theory \| Schätzung \| Estimation \| Schweden \| Sweden \| 1984-1996

Check Google Scholar |

More access options

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10000981021

A service of the