Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
David G. McMillan; Dimos Kambouroudis
| Year of publication: |
2009
|
|---|---|
| Authors: | McMillan, David G. ; Kambouroudis, Dimos |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 18.2009, 3, p. 117-124
|
| Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Theorie | Theory | Aktienmarkt | Stock market | Welt | World | 1990-2007 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003880020