Forecasting Volatility in Stock Market Using GARCH Models
Year of publication: |
2008-01-01
|
---|---|
Authors: | Yang, Xiaorong |
Other Persons: | Pasik-Duncan, Bozenna (contributor) ; Duncan, Tyrone (contributor) ; He, Heping (contributor) ; Pasik-Duncan, Bozenna (contributor) |
Publisher: |
University of Kansas |
Subject: | Mathematics | EGARCH(P | Q) model | GARCH (P | GJR-GARCH(P | Heteroscedastic time series | Volatility |
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