Forecasting volatility with asymmetric smooth transition dynamic range models
Edward M. H. Lin; Cathy W. S. Chen; Richard Gerlach
| Year of publication: |
2012
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|---|---|
| Authors: | Lin, Edward M. H. ; Chen, Cathy W. S. ; Gerlach, Richard |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 28.2012, 2, p. 384-399
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| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009581921