An alternative volatility forecasting by backtesting optimization process with GARCH model

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Bibliographische Detailangaben
Veröffentlicht in:International journal of economics
Weitere Verfasser: Huang, Alex (BerichterstatterIn), Li, Fangjhy (BerichterstatterIn), Hu, Wen-cheng (BerichterstatterIn), Chen, Chih-Chun (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2011
Schlagworte:
Kapitaleinkommen > Volatilität > Prognoseverfahren > ARCH-Modell > Theorie > Aufsatz in Zeitschrift
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