Modeling and forecasting the stock market volatility of S&P 500 index using GARCH models
Year of publication: |
2011
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Authors: | Srinivasan, P. V. |
Published in: |
The IUP journal of behavioral finance : IJBF. - Hyderabad : IUP Publ., ISSN 0972-9089, ZDB-ID 2576841-4. - Vol. 8.2011, 1, p. 51-69
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Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Aktienmarkt | Stock market | Aktienindex | Stock index | Theorie | Theory |
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