Volatility Forecasting, Market Efficiency and Effect of Recession of SRI Indices
Subrata Roy
| Year of publication: |
2021
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|---|---|
| Authors: | Roy, Subrata |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 28.2021, 2/627, p. 259-284
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| Subject: | Market Efficiency | RWH | ARCH | GARCH | EGARCH | TARCH | BDS | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Theorie | Theory | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis |
| 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/10012693493