How candlestick features affect the performance of volatility forecasts : evidence from the stock market
Jung-Bin Su
| 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 | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Finanzanalyse | Financial analysis |
| 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/10010528953