Volatility modeling for forecasting stock index with fixed parameter distributional assumption
Year of publication: |
2013
|
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Authors: | Rahman, Md. Mostafizur ; Rahman, Md. Azizur ; Hossain, Md. Alamgir |
Subject: | Aktienindex | Stock index | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; H54 - Infrastructures; Other Public Investment and Capital Stock ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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