Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Year of publication: |
2010
|
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Authors: | Wang, Yaw-huei ; Wang, Yun-Yi |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 39.2010, 1, p. 70-89
|
Subject: | Forecasting | Generalized autoregressive conditional heteroskedasticity | Intraday | Taiwan | Volatility | ARCH-Modell | ARCH model | Volatilität | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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