Volatility forecasting in the hang seng index using the GARCH approach
type: Item
instance of: scholarly article
title: Volatility forecasting in the hang seng index using the GARCH approach
zbMATH Open document ID: 1170.91503
author: Bruce Morley
author: Wei Liu
published in: Asia-Pacific Financial Markets
publication date: 2009-09-18T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5604984
zbMATH Keywords: GARCH
zbMATH Keywords: Hang Seng
zbMATH Keywords: volatility
zbMATH Keywords: forecast
zbMATH Keywords: asymmetric
zbMATH Keywords: stock price
MaRDI profile type: Publication
full work available at URL: s10690-009-9086-4
OpenAlex ID: W2051679974
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cites work: Are the GARCH models best in out-of-sample performance!
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DOI: 10.1007/S10690-009-9086-4
description: scientific article; zbMATH DE number 5604984