EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"GJR-GARCH(P"
Narrow search

Narrow search

Year of publication
Subject
All
EGARCH(P 1 GARCH (P 1 GJR-GARCH(P 1 Heteroscedastic time series 1 Mathematics 1 Q) model 1 Volatility 1
more ... less ...
Type of publication
All
Book / Working Paper 1
Type of publication (narrower categories)
All
Thesis 1
Language
All
English 1
Author
All
Duncan, Tyrone 1 He, Heping 1 Pasik-Duncan, Bozenna 1 Yang, Xiaorong 1
Source
All
BASE 1
Showing 1 - 1 of 1
Cover Image
Forecasting Volatility in Stock Market Using GARCH Models
Yang, Xiaorong - 2008
comparing GARCH(P,Q) model with GJR-GARCH(P,Q) model and EGARCH(P,Q) model. GJR-GARCH(P,Q) model turns out to be more powerful … accurate. This paper also shows that both GARCH(P,Q) model and GJR-GARCH(P,Q) model are good choices for dealing with …
Persistent link: https://www.econbiz.de/10009430945
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...