Heavy-Tailed Distributions, GARCH Model and the Stock Market Returns in South Korea
Year of publication: |
2017
|
---|---|
Authors: | Hong, Yoon |
Other Persons: | Lee, Ji-chul (contributor) ; Guoping, Ding (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Südkorea | South Korea | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Aktienmarkt | Stock market | Volatilität | Volatility |
Extent: | 1 Online-Ressource (9 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3014472 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Stock Index Returns' Density Prediction Using GARCH Models : Frequentist or Bayesian Estimation?
Hoogerheide, Lennart F., (2017)
-
Markov regime-switching autoregressive model of stock market returns in Nigeria
Adejumo, Oluwasegun A., (2020)
-
Modelling returns in US housing prices : you're the one for me, fat tails
Kiss, Tamás, (2021)
- More ...
-
Stock Market and Economic Growth : Evidence from Granger Causality Test
Zhongming, Tan, (2018)
-
Tan, Zhongming, (2019)
-
ZongMing, Tan, (2017)
- More ...