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

Congcong Wang Rongda 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