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~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"MPRA Paper"
~person:"Caiado, Jorge"
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Caiado, Jorge
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Modelling and forecasting the volatility of the portuguese stock index PSI-20
Caiado, Jorge
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Volkswirtschaftliche Fakultät, …
-
2004
Portuguese Stock Index PSI-20. By using simple GARCH, GARCH-M, Exponential GARCH (
EGARCH
) and Threshold ARCH (TARCH) models, we …
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