Forecasting Stock Market Volatility and Application to Volatility Timing Portfolios
Year of publication: |
2022
|
---|---|
Authors: | Ryu, Doojin |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation |
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