Volatility forecasting in the Hang Seng index using the GARCH approach
Wei Liu; Bruce Morley
| Year of publication: |
2009
|
|---|---|
| Authors: | Liu, Wei ; Morley, Bruce |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 16.2009, 1, p. 51-63
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Prognose | Forecast | Hongkong | Hong Kong | 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/10003855652