GARCH-type forecasting models for volatility of stock market and MCS test (Q4593857)

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scientific article; zbMATH DE number 6807333
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English
GARCH-type forecasting models for volatility of stock market and MCS test
scientific article; zbMATH DE number 6807333

    Statements

    GARCH-type forecasting models for volatility of stock market and MCS test (English)
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    15 November 2017
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    GARCH-type
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    MCS test
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    SSE380
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    volatility
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    forecasting model
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    stock market
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