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~isPartOf:"Tinbergen Institute Discussion Papers"
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Stock Index Volatility Forecasting with High Frequency Data
Hol, Eugenie
;
Koopman, Siem Jan
-
Tinbergen Institute
-
2002
Volatility (SV) and Generalised Autoregressive Conditional Heteroskedasticity (
GARCH
) models which are both extended to include … outperforms the
GARCH
model. …
Persistent link: https://www.econbiz.de/10005136957
Saved in:
2
Stock Index Volatility Forecasting with High Frequency Data
Hol, Eugenie
;
Koopman, Siem Jan
-
Tinbergen Instituut
-
2002
Volatility (SV) and Generalised Autoregressive Conditional Heteroskedasticity (
GARCH
) models which are both extended to include … outperforms the
GARCH
model. …
Persistent link: https://www.econbiz.de/10011256816
Saved in:
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