Forecasting Stock Market Volatility in Central and Eastern European Countries

DOI10.1002/for.1214zbMath1397.62342OpenAlexW1588005885MaRDI QIDQ4687278

Barry Harrison, Winston Moore

Publication date: 11 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1214

zbMATH Keywords

GARCHforecastingmarket economies

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Complexity and performance of numerical algorithms (65Y20)

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