Volatility Forecast with GARCH Model and News Analytics
Year of publication: |
2019
|
---|---|
Authors: | Cantamessa, Andrea |
Other Persons: | Mitra, Gautam (contributor) ; Yu, Xiang (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 18, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.3406083 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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