Forecasting volatility in the New Zealand stock market
Year of publication: |
2002
|
---|---|
Authors: | Yu, Jun |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 12.2002, 3, p. 193-202
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Neuseeland | New Zealand | 1980-1998 |
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