Forecasting volatility and capturing downside risk of the Taiwanese futures markets under the financial tsunami
Year of publication: |
2010
|
---|---|
Authors: | Liu, Hung-Chun ; Hung, Jui-cheng |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 36.2010, 10, p. 860-875
|
Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Volatilität | Volatility | ARCH-Modell | ARCH model | Taiwan |
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