Forecasting overnight interest rates volatility with asymmetric GARCH models
Year of publication: |
2012
|
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Authors: | Dayıoğlu, Tuğba |
Published in: |
Journal of applied finance & banking. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 1792-6599, ZDB-ID 2614242-9. - Vol. 2.2012, 6, p. 151-162
|
Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Zins | Interest rate | Prognoseverfahren | Forecasting model |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | E47 - Forecasting and Simulation ; C10 - Econometric and Statistical Methods: General. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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