Performance of GARCH models in forecasting stock market volatility

Choo Wei Chong, Muhammad Idrees Ahmad and Mat Yusoff Abdullah

Year of publication:	1999
Authors:	Chong, Choo Wei ; Ahmad, Muhammad Idrees ; Abdullah, Mat Yusoff
Published in:	Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 18.1999, 5, p. 333-343
Subject:	ARCH-Modell \| ARCH model \| Kapitaleinkommen \| Capital income \| Aktienindex \| Stock index \| Volatilität \| Volatility \| Schätzung \| Estimation \| Malaysia \| 1989-1990

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