Forecasting emerging market volatility in crisis period : comparing traditional GARCH with high-frequency based models
Year of publication: |
[2017]
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Authors: | Yalaman, Abdullah ; Saleem, Shabir A. A. |
Published in: |
Global financial crisis and it's ramifications on capital markets : opportunities and threats on volatile economic conditions. - Cham : Springer, ISBN 3-319-47020-5. - 2017, p. 475-492
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Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Finanzkrise | Financial crisis |
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