Predicting the volatility of the S&P-500 stock index via GARCH models - the role of asymmetries
Basel M. A. Awartani; Valentina Corradi
| Year of publication: |
2005
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|---|---|
| Authors: | Awartani, Basel M. A. ; Corradi, Valentina |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 21.2005, 1, p. 167-183
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| Subject: | Aktienindex | Stock index | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH 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/10002547201