Forecasting volatility of stock indices with ARCH model
Md. Zahangir Alam, Md. Noman Siddikee & Md. Masukujjaman
| Year of publication: |
2013
|
|---|---|
| Authors: | Alam, Md. Zahangir ; Siddikee, Md. Noman ; Masukujjaman, Md. |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 4.2013, 2, p. 126-143
|
| Subject: | forecasting | volatility | ARCH | GARCH | EGARCH | PARCH | TARCH | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Schätzung | Estimation | Schätztheorie | Estimation theory | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010205105