Performance of GARCH Models in Forecasting Stock Market Volatility
| Year of publication: |
1999
|
|---|---|
| Authors: | Chong, C. ; Ahmad, M. ; Abdullah, M. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 18.1999, 5, p. 333-344
|