Forecasting volatility in European stock markets with non-linear GARCH models
Download or Read eBook Forecasting volatility in European stock markets with non-linear GARCH models PDF written by Gianfranco Forte and published by . This book was released on 2002 with total page 32 pages. Available in PDF, EPUB and Kindle.
Author | : Gianfranco Forte |
Publisher | : |
Total Pages | : 32 |
Release | : 2002 |
ISBN-10 | : OCLC:226033180 |
ISBN-13 | : |
Rating | : 4/5 (80 Downloads) |
Book Synopsis Forecasting volatility in European stock markets with non-linear GARCH models by : Gianfranco Forte
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