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Volumn 12, Issue 3, 2002, Pages 193-202

Forecasting volatility in the New Zealand stock market

Author keywords

[No Author keywords available]

Indexed keywords

FORECASTING METHOD; PRICE DYNAMICS; STOCK MARKET;

EID: 0036171050     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100110090118     Document Type: Article
Times cited : (129)

References (33)
  • 1
  • 14
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
    • (1982) Econometrica , vol.50 , pp. 987-1007
    • Engle, R.F.1
  • 28
    • 0008309420 scopus 로고
    • The time-variance relationship of security returns: Implications for the return-generating stochastic process
    • (1982) Journal of Finance , vol.37 , pp. 857-870
    • Perry, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.