Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models - Central European Journal of Economic Modelling and Econometrics - Issue 3 (2009) - CEJSH - Yadda

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Article details

Journal

Central European Journal of Economic Modelling and Econometrics

2009 | 3 |

Article title

Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models

Authors

Triacca, Umberto

Content

Full texts:

oai-journals-pan-pl-106546/full-text/mainFile.pdf

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Title variants

Languages of publication

PL

Abstracts

Keywords

PL

Nauki Humanistyczne i Społeczne GARCH Models returns time series volatility persistence

Publisher

Polska Akademia Nauk

Journal

Central European Journal of Economic Modelling and Econometrics

Year

2009

Issue

3

Physical description

Contributors

author

Triacca, Umberto

References

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.oai-journals-pan-pl-106546

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