Forecasting volatility in the financial markets : a comparison of alternative distributional assumptions
Year of publication: |
2007
|
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Authors: | Chuang, I.-yuan ; Lu, Jin-ray ; Lee, Pei-hsuan |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 13/15, p. 1051-1060
|
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Aktienindex | Stock index | Wechselkurs | Exchange rate | 1996-2003 |
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