Pages that link to "Item:Q841853"
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The following pages link to Volatility forecasting in the hang seng index using the GARCH approach (Q841853):
Displaying 7 items.
- Modeling Shanghai stock market volatility (Q1290185) (← links)
- Forecasting volatility and the risk-return tradeoff: an application on the Fama-French benchmark market return (Q1695664) (← links)
- Forecasting stock market volatility: the role of gold and exchange rate (Q2129884) (← links)
- 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)
- Comparing volatility forecasting models during the global financial crisis (Q4593851) (← links)
- GARCH-type forecasting models for volatility of stock market and MCS test (Q4593857) (← links)
