๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Forecasting Volatility in the Financial Markets || Volatility modelling and forecasting in finance

โœ Scribed by Xiao, Linlan


Book ID
125533250
Publisher
Elsevier
Year
2007
Weight
444 KB
Category
Article
ISBN
075066942X

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

The Role of Volatility in Forecasting
โœ Bernadette A. Minton; Catherine M. Schrand; Beverly R. Walther ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Springer US ๐ŸŒ English โš– 118 KB