Symmetric versus asymmetric conditional covariance forecasts : does it pay to switch?
Susan Thorp; George Milunovich
| Year of publication: |
2007
|
|---|---|
| Authors: | Thorp, Susan ; Milunovich, George |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 30.2007, 3, p. 355-377
|
| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Asymmetrische Information | Asymmetric information | ARCH-Modell | ARCH model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003536978