Intraday Volatility Forecast in Australian Equity Market
Year of publication: |
2013
|
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Authors: | Singh, Abhay Kumar |
Other Persons: | Allen, David E. (contributor) ; Powell, Robert J. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Australien | Australia | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Schätzung | Estimation |
Extent: | 1 Online-Ressource (7 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 12, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2308787 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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