Forecasting stock market volatility with regime-switching GARCH models
Juri Marcucci
| Year of publication: |
2005
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|---|---|
| Other Persons: | Marcucci, Juri (contributor) |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 9.2005, 4, p. 1-53
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| Subject: | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model |
| Extent: | Ill. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003284325