Improving volatility forecasts : evidence from range-based models
Marcin Fałdziński, Piotr Fiszeder, Peter Molnár
| Year of publication: |
2024
|
|---|---|
| Authors: | Fałdziński, Marcin ; Fiszeder, Piotr ; Molnár, Peter |
| Subject: | EGARCH | Exchange rates | GARCH | High-low range | Stock indices | Volatility | Volatilität | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Schätzung | Estimation | US-Dollar | US dollar | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.102019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014445632