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Forecasting Stock Market Volatility: Evidence from Fourteen Countries · Study

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PreprintForecasting Stock Market Volatility: Evidence from Fourteen Countries

Ercan Balaban2002

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Preprintgreen2002

Forecasting Stock Market Volatility: Evidence from Fourteen Countries

Ercan Balaban · Aslı Bayar · Robert W. Faff

24 citations·0/0 files stored·SSRN Electronic Journal

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

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1992ARCH modeling in finance 1987Expected stock returns and volatility 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts 1986Generalized autoregressive conditional heteroscedasticity 1994Chapter 49 Arch models 1989Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts

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Details

Year2002

Typepreprint

Published2002-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations24

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.339520

openalex_workW2104138241

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