The Effect of Non-Trading Days on Volatility Forecasts in Equity Markets
Year of publication: |
2017
|
---|---|
Authors: | Lyocsa, Stefan |
Other Persons: | Molnár, Peter (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Nicht-handelbare Güter | Non-tradables | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming, Finance Research Letters Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 8, 2017 erstellt |
Classification: | C53 - Forecasting and Other Model Applications ; q02 ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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