Forecasting volatility in European stock markets with non-linear GARCH models
Year of publication: |
2002
|
---|---|
Authors: | Forte, Gianfranco ; Manera, Matteo |
Publisher: |
Milano |
Subject: | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Prognose | Forecast | ARCH-Modell | ARCH model | Europa | Europe |
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