Modeling Stock Returns Using Asymmetric Garch-Icapm with Mixture and Heavy-Tailed Distributions : An Application to COVID-19 Pandemic Forecasts
Year of publication: |
[2021]
|
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Authors: | Khanthaporn, Rewat ; Wichitaksorn, Nuttanan |
Publisher: |
[S.l.] : SSRN |
Subject: | Coronavirus | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution | Volatilität | Volatility |
Extent: | 1 Online-Ressource (45 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 29, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3814533 [DOI] |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c58 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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