๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Evaluation of VaR models' forecasting performance: the case of oil markets

โœ Scribed by Gallali, Med Imen; Zahraa, Raggad


Book ID
120642057
Publisher
Inderscience Publishers
Year
2012
Weight
360 KB
Volume
5
Category
Article
ISSN
1460-6712

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Performance of GARCH models in forecasti
โœ Choo Wei Chong; Muhammad Idrees Ahmad; Mat Yusoff Abdullah ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 127 KB ๐Ÿ‘ 2 views

This paper studies the performance of GARCH model and its modiยฎcations, using the rate of returns from the daily stock market indices of the Kuala Lumpur Stock Exchange (KLSE) including Composite Index, Tins Index, Plantations Index, Properties Index, and Finance Index. The models are stationary GAR