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Volatility Forecasting in the Hang Seng Index using the GARCH Approach · Study

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ArticleVolatility Forecasting in the Hang Seng Index using the GARCH Approach

Bruce M. Morley2009

Article2009

Volatility Forecasting in the Hang Seng Index using the GARCH Approach

Bruce M. Morley

48 citations·0/0 files stored·Asia-Pacific Financial Markets

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Financial Risk and Volatility Modeling Forecasting Techniques and Applications Stock Market Forecasting Methods

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1996Fractionally integrated generalized autoregressive conditional heteroskedasticity 2003Forecasting Volatility in Financial Markets: A Review 1990Alternative models for conditional stock volatility 2003Forecasting Volatility in Financial Markets: A Review 1999Volatility in Emerging Stock Markets

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2019Analysis of temporal pattern, causal interaction and predictive modeling of financial markets using nonlinear dynamics, econometric models and machine learning algorithms 2022Modeling and Forecasting the Volatility of NIFTY 50 Using GARCH and RNN Models 2014Selected Indian stock predictions using a hybrid ARIMA-GARCH model

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Year2009

Typearticle

Published2009-03-01

VenueAsia-Pacific Financial Markets

ISSN-L1380-2011

Languageen

Citations48

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/s10690-009-9086-4

openalex_workW2051679974

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