REIT volatility prediction for skew-GED distribution of the GARCH model.

Yen-Hsien Lee Tung-Yueh Pai

Published in: Expert Syst. Appl. (2010)

Keyphrases

garch model
stock market
heavy tailed
chinese stock market
financial time series
multivariate time series
stock index
sar images
gaussian distribution
short term
spot market
wavelet analysis
image processing
stock exchange
generalized gaussian
probability distribution
stock returns
multiresolution