Forecasting Stock Market Volatility with Regime-Switching GARCH Models (Q3368403)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting Stock Market Volatility with Regime-Switching GARCH Models |
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Forecasting Stock Market Volatility with Regime-Switching GARCH Models (English)
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27 January 2006
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Markov Regime-Switching GARCH
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Volatility
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Forecasting
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Forecast Evaluation
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Risk-management Value-at-Risk-based loss functions
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