Nonparametric NAR-ARCH modelling of stock prices by the kernel methodology
Mohamed Chikhi, Ali Bendob
| Year of publication: |
2018
|
|---|---|
| Authors: | Chikhi, Mohamed ; Ben Dob, Ali |
| Published in: |
Journal of Economics and Financial Analysis. - Ashgabat : [Verlag nicht ermittelbar], ISSN 2521-6619, ZDB-ID 2913606-4. - Vol. 2.2018, 2, p. 105-120
|
| Subject: | Final Prediction Error | Kernel | Bandwidth | Conditional Heteroscedastic Functional Autoregressive Process | Orange Stock Price | Forecasts | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Autokorrelation | Autocorrelation | Prognose | Forecast | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | DOI nicht registriert: 10.1991/jefa.v2i2.a20 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011812617