An alternative volatility forecasting by backtesting optimization process with GARCH model
Alex Yihou Huang, Fangjhy Li, Wen-Cheng Hu & Chih-Chun Chen
Year of publication: |
2011
|
---|---|
Authors: | Huang, Alex Yihou ; Li, Fangjhy ; Hu, Wen-cheng ; Chen, Chih-chun |
Published in: |
International journal of economics. - New Delhi : Serials Publ., ISSN 0973-6719, ZDB-ID 25186656. - Vol. 5.2011, 2, p. 235-242
|
Saved in:
Saved in favorites
Similar items by person
-
An alternative volatility forecasting by backtesting optimization process with GARCH model
Huang, Alex, (2011)
-
Huang, Alex YiHou, (2011)
-
Huang, Alex YiHou, (2012)
- More ...