GARCH-type forecasting models for volatility of stock market and MCS test
From MaRDI portal
Publication:4593857
DOI10.1080/03610918.2016.1152366zbMath1417.62301OpenAlexW2320529113MaRDI QIDQ4593857
Sattayatham Pairote, Ratthachat Chatpatanasiri, Lingling Luo
Publication date: 15 November 2017
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2016.1152366
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (1)
This page was built for publication: GARCH-type forecasting models for volatility of stock market and MCS test
