Forecasting volatility for the stock market: a new hybrid model

DOI10.1080/00207160701553375zbMath1154.91615OpenAlexW2106472347MaRDI QIDQ3543516

Yi-Hsien Wang, Chin-Tsai Lin

Publication date: 4 December 2008

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160701553375

zbMATH Keywords

GARCHvolatilitygrey forecasting modelforecasting model

Mathematics Subject Classification ID

Economic time series analysis (91B84) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Statistical methods; economic indices and measures (91B82) General topics in artificial intelligence (68T01) General topics in computing methodologies (68U01)

Related Items (1)

Unnamed Item

Cites Work

• ARCH modeling in finance. A review of the theory and empirical evidence
• A new forecasting method for time continuous model of dynamic system
• Generalized autoregressive conditional heteroscedasticity
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Fuzzy grey GM(1, 1) model under fuzzy system

This page was built for publication: Forecasting volatility for the stock market: a new hybrid model