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scientific article; zbMATH DE number 6398928 - MaRDI portal

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zbMath1309.91147MaRDI QIDQ5173038

Michael McCrae, Yan-Xia Lin, Chaiwat Kosapattarapim

Publication date: 6 February 2015

Full work available at URL: http://www.ceser.in/ceserp/index.php/ijms/article/view/3198

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stock market indices volatility forecasting GARCH-models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (1)

Model selection based on value-at-risk backtesting approach for GARCH-type models

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