An empirical evaluation in GARCH volatility modeling : evidence from the Stockholm stock exchange
Chaido Dritsaki
| Year of publication: |
May 2017
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|---|---|
| Authors: | Dritsaki, Chaido |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 2, p. 366-390
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| Subject: | Stockholm Stock Exchange | Volatility | GARCH Models | Leverage Effect | Forecasting | Volatilität | ARCH-Modell | ARCH model | Schweden | Sweden | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Börse | Bourse | Schätzung | Estimation | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2017.72020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011673942