Forecasting volatility in European stock markets with non-linear GARCH models
Gianfranco Forte and Matteo Manera
| 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 |
Erscheint auch als (Online-Ausgabe):
Forecasting volatility in European stock markets with non-linear GARCH models. - Milano : Fondazione Eni Enrico Mattei, 2002. - 1 Online-Ressource (circa 41 Seiten)
Persistent link: https://www.econbiz.de/10001724764