Modeling and forecasting volatilities of financial assets with an asymmetric zero-drift GARCH model
Yanlin Shi
| Year of publication: |
2023
|
|---|---|
| Authors: | Shi, Yanlin |
| Subject: | asymmetric effect | heteroskedasticity | volatility forecasting | zero-drift GARCH | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation | Heteroskedastizität | Heteroscedasticity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbac005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014391461