Pages that link to "Item:Q841853"

The following pages link to Volatility forecasting in the hang seng index using the GARCH approach (Q841853):

Displaying 2 items.

• Prediction of index futures returns and the analysis of financial spillovers-A comparison between GARCH and the grey theorem (Q2426549) (← links)
• Forecasting Stock Market Volatility with Regime-Switching GARCH Models (Q3368403) (← links)