Investigation of forecasted risk interrelationship : base on GARCH model, causality in China markets
Shu-Shian Lin
| Year of publication: |
2014
|
|---|---|
| Authors: | Lin, Shu-shian |
| Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 15.2014, 5, p. 853-861
|
| Subject: | forecast | GARCH | risk | interrelationship | volatility | causality | ARCH-Modell | ARCH model | China | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Risiko | Risk | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Prognose | Forecast |
| 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/10010483694