Modeling and forecasting the stock market volatility of S&P 500 index using GARCH models
P. Srinivasan
| Year of publication: |
2011
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|---|---|
| Authors: | Srinivasan, P. |
| Published in: |
The IUP journal of behavioral finance : IJBF. - Hyderabad : IUP Publ, ISSN 0972-9089, ZDB-ID 25768414. - Vol. 8.2011, 1, p. 51-69
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009888777