MIDAS volatility forecast performance under market stress : evidence from emerging stock markets
Emre C. Alper; Salih Fendoglu; Burak Saltoglu
| Year of publication: |
2012
|
|---|---|
| Authors: | C. Alper, Emre ; Fendoglu, Salih ; Saltoglu, Burak |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 117.2012, 2, p. 528-532
|
| Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Schwellenländer | Emerging economies |
| 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/10009675108