Details

Title

Modelling and Forecasting WIG20 Daily Returns

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2017

Numer

No 3

Authors

Keywords

autoregressive conditional heteroskedasticity ; forecasting volatility ; modelling volatility ; multiplicative time-varying GARCH ; smooth transition

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

173-200

Publisher

Oddział PAN w Łodzi

Date

30.09.2017

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2017.122208

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