Forecatsing Stock Market Volatility Using (Nonlinear) GARCH Models.
Year of publication: |
1995
|
---|---|
Authors: | Franses, H.P. ; Van Thull, O. |
Institutions: | Econometrisch Instituut, Faculteit der Economische Wetenschappen |
Subject: | STOCK MARKET | FORECASTS | ECONOMIC MODELS |
-
Forecasting Multifractal Volatility.
Calvet, L., (2000)
-
Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals.
Snyder, R.D., (1996)
-
Forecasting Inflation from the Term Structure of Interest Rates
Hewarathna, Ramya, (1998)
- More ...
-
A Hybrid Simulation/Optimization Scenario Model for Asset/Liability Management.
Boender, G.C.E., (1995)
-
MACHINE ALLOCATION ALGORITHMS FOR JOB SHOP MANUFACTURING.
VAN VLIET, M., (1990)
-
DUE-DATE SETTING AND PRODUCTION CONTROL.
DELLAERT, N.P., (1990)
- More ...