Volatility forecasting in the hang seng index using the GARCH approach (Q841853)
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scientific article; zbMATH DE number 5604984
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| English | Volatility forecasting in the hang seng index using the GARCH approach |
scientific article; zbMATH DE number 5604984 |
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Volatility forecasting in the hang seng index using the GARCH approach (English)
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18 September 2009
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GARCH
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Hang Seng
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volatility
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forecast
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asymmetric
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stock price
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0.7970181703567505
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0.7915732264518738
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0.785582959651947
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0.7807499170303345
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