Forecasting volatility of European and Asian equity indices with Hansen's skew-t and fat tailed distributions, as well as with non-linear asymmetric effects
Alexandros Gabrielsen and Sotirios Sarmpezoudis
| Year of publication: |
2012
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|---|---|
| Authors: | Gabrielsen, Alexandros ; Sarmpezoudis, Sotirios |
| Published in: |
International journal of economic research. - New Delhi : Serials Publ., ISSN 0972-9380, ZDB-ID 24673687. - Vol. 9.2012, 2, p. 243-263
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010076495