Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Yaw-Huei Wang; Yun-Yi Wang
| Year of publication: |
2010
|
|---|---|
| Authors: | Wang, Yaw-huei ; Wang, Yun-Yi |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 39.2010, 1, p. 70-89
|
| Subject: | Forecasting | Generalized autoregressive conditional heteroskedasticity | Intraday | Taiwan | Volatility | Volatilität | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| 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://www.econbiz.de/10009315274