Stock Market Forecasting Accuracy of Asymmetric GARCH Models During the COVID-19 Pandemic
Year of publication: |
2023
|
---|---|
Authors: | Caiado, Jorge ; Lúcio, Francisco |
Publisher: |
[S.l.] : SSRN |
Subject: | Coronavirus | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Epidemie | Epidemic | Schätzung | Estimation | Finanzanalyse | Financial analysis |
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