✦ LIBER ✦
Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models
✍ Scribed by Hung-Chun Liu; Jui-Cheng Hung
- Book ID
- 108130390
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 220 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0957-4174
No coin nor oath required. For personal study only.