Modelling and forecasting volatility at Warsaw stock exchange: application of ARCH-Models
Janusz Brzeszczyński
| Year of publication: |
2002
|
|---|---|
| Authors: | Brzeszczyński, Janusz |
| Published in: |
East European transition and EU enlargement : a quantitative approach ; with 105 tables. - Heidelberg : Physica-Verlag, ISBN 3-7908-1501-2. - 2002, p. 337-353
|
| Subject: | Giełda Papierów Wartościowych <Warschau> | Börsenkurs | Share price | Volatilität | Volatility | Aktienindex | Stock index | ARCH-Modell | ARCH model | Schätzung | Estimation | Polen | Poland |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: East European transition and EU enlargement |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001686531