GARCH-type forecasting models for volatility of stock market and MCS test (Q4593857)
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scientific article; zbMATH DE number 6807333
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| English | GARCH-type forecasting models for volatility of stock market and MCS test |
scientific article; zbMATH DE number 6807333 |
Statements
GARCH-type forecasting models for volatility of stock market and MCS test (English)
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15 November 2017
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GARCH-type
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MCS test
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SSE380
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volatility
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forecasting model
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stock market
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0.7915732264518738
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0.7828417420387268
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0.7771701812744141
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0.7732005715370178
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0.7709161639213562
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