Forecasting Volatility in the New Zealand Stock Market
This study evaluates the performance of nine alternative models for predicting stock price volatility using daily New Zealand data. The competing models contain both simple models such as the random walk and smoothing models and complex models such as ARCH-type models and a stochastic volatility mod...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2002
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/413 https://ink.library.smu.edu.sg/context/soe_research/article/1412/viewcontent/YuAFE.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Singapore Management University |
| 語言: | English |