Forecasting volatility: Evidence from the Macedonian stock exchange
Year of publication: |
2007-10-24
|
---|---|
Authors: | Kovačić, Zlatko |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Stock market | forecasting volatility | South-Eastern Europe | GARCH models | non-Gaussian error distribution | Macedonia |
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