Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index
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More about this item
KeywordsConditional heteroskedasticity; prediction; stock-return index;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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