Power transformation models and volatility forecasting
Perry Sadorsky and Michael D. McKenzie
| Year of publication: |
2008
|
|---|---|
| Authors: | Sadorsky, Perry A. ; McKenzie, Michael D. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 27.2008, 7, p. 587-606
|
| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model |
| 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/10003779597