Volatility modeling for forecasting stock index with fixed parameter distributional assumption
Year of publication: |
2013
|
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Authors: | Rahman, Md. Mostafizur ; Rahman, Md. Azizur ; Hossain, Md. Alamgir |
Published in: |
Journal of applied finance & banking. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 1792-6599, ZDB-ID 2614242-9. - Vol. 3.2013, 1, p. 109-122
|
Subject: | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; H54 - Infrastructures; Other Public Investment and Capital Stock ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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