Forecasting volatility : evidence from the German stock market
Hagen W. Bluhm and Jun Yu
| Year of publication: |
2001
|
|---|---|
| Authors: | Bluhm, Hagen W. ; Yu, Jun |
| Publisher: |
Auckland |
| Subject: | Volatilität | Volatility | Prognose | Forecast | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Deutschland | Germany | 1988-1999 |
| Extent: | 20 S graph. Darst |
|---|---|
| Series: | Working paper series / Department of Economics, Auckland Business School, The University of Auckland. - Auckland, ISSN 1174-0884, ZDB-ID 2474229-6. - Vol. 219 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001646231