Volatility forecasting and asymmetry effect : evidence from Dow Jones sustainability indices
Subrata Roy
| Year of publication: |
2024
|
|---|---|
| Authors: | Roy, Subrata |
| Published in: |
Paradigm : the journal of Institute of Management Technology. - London : Sage Publishing, ISSN 2394-6083, ZDB-ID 2509680-1. - Vol. 28.2024, 1, p. 26-44
|
| Subject: | ARCH | DJSI | EGARCH | GARCH | TARCH | ARCH-Modell | ARCH model | Volatilität | Volatility | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Aktienindex | Stock index |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/09718907241248249 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014635197