Volatility forecasting : evidence from a fractional integrated asymmetric power ARCH skewed-t model
Year of publication: |
2004
|
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Authors: | Degiannakis, Stavros |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 18, p. 1333-1342
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
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