Volatility forecasting and asymmetry effect : evidence from Dow Jones sustainability indices
Subrata Roy
| Year of publication: |
2024
|
|---|---|
| Authors: | Roy, Subrata |
| Subject: | ARCH | DJSI | EGARCH | GARCH | TARCH | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/09718907241248249 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014635197