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Forecasting CSI 300 Volatility: The Role of Persistence, Asymmetry, and Distributional Assumption in Garch Models.

Congcong WangRongda Chen
Published in: BIFE (2013)
Keyphrases
  • garch model
  • stock market
  • multivariate time series
  • sar images
  • heavy tailed
  • financial time series
  • bayesian networks
  • long term
  • co occurrence
  • short term
  • human motion
  • stock price