Forecasting volatility stock return : evidence from the Nordic stock exchanges
Nikolaos Dritsakis & Georgios Savvas
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Dritsakis, Nikolaos ; Savvas, Georgios |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 2, p. 15-31
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| Subject: | stock returns | GARCH models | forecasting volatility | Nordic stock exchanges | BHHH algorithm | Volatilität | Volatility | Nordeuropa | Northern Europe | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börse | Bourse | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v9n2p15 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011617883