How candlestick features affect the performance of volatility forecasts : evidence from the stock market
Year of publication: |
2015
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Authors: | Su, Jung-bin |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 21.2015, 4/6, p. 486-506
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Subject: | volatility | accuracy | candlestick | asymmetric GJR-X model | exogenous variables | Volatilität | Volatility | Theorie | Theory | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börsenkurs | Share price | ARCH-Modell | ARCH model | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income |
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