K-factor GARMA models for intraday volatility forecasting
Luisa Bisaglia, Silvano Bordignon and Francesco Lisi
| Year of publication: |
2003
|
|---|---|
| Authors: | Bisaglia, Luisa ; Bordignon, Silvano ; Lisi, Francesco |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 10.2003, 4, p. 251-254
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory | Börsenkurs | Share price |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001749011