Forecasting stock market volatility
Year of publication: |
2023
|
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Authors: | Stamos, Michael Zisis |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 49.2023, 3, p. 129-137
|
Subject: | Theorie | Theory | Volatilität | Volatility | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätzung | Estimation | ARCH-Modell | ARCH model |
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