Estimating stock market volatility using asymmetric GARCH models
Year of publication: |
2008
|
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Authors: | Alberg, Dima ; Shalit, Haim ; Yosef, Rami |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 13/15, p. 1201-1208
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Schätzung | Estimation | ARCH-Modell | ARCH model | Israel |
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