Forecasting volatility of emerging stock markets: Linear versus non-linear GARCH models

Journal of Forecasting

Volumn 19, Issue 6, 2000, Pages 499-504

  Gokcan, Suleyman ^a,b,c  

^a CITIGROUP   (United States)

^b CITY UNIVERSITY OF NEW YORK   (United States)

^c Saint Peter's College   (United States)

Author keywords

Emerging markets; Forecasting; GARCH; Volatility

Indexed keywords

EID: 0038785218     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/1099-131X(200011)19:6<499::AID-FOR745>3.0.CO;2-P     Document Type: Article

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