Thalassinos, Eleftherios I.; Ugurlu, Erginbay; … - In: Applied Economics and Finance 2 (2015) 1, pp. 11-18
The aim of this paper is to examine different GARCH models with three different distributions in order to compare their forecasting power in terms of volatility existing in the returns of the Czech Stock Market and more specific in the PX index, for the period 08.01.2001-20.07.2012. We have...