The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
Year of publication: |
2019
|
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Authors: | Hizmeri, Rodrigo |
Other Persons: | Izzeldin, Marwan (contributor) ; Murphy, Anthony (contributor) ; Tsionas, Mike (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (47 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 28, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3361972 [DOI] |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; c58 ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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