Open AccessEffect of implied volatility in the GARCH-X model on forecasting European stock index volatilities
Author(s) -
이준규,
한희준
Publication year - 2014
Publication title -
muyeok yeon-gu/muyeog yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2384-1958
pISSN - 1738-8112
DOI - 10.16980/jitc.10.2.201404.867
Subject(s) - autoregressive conditional heteroskedasticity , volatility (finance) , econometrics , economics , index (typography) , implied volatility , stock market index , stock (firearms) , forward volatility , financial economics , stock market , computer science , geography , context (archaeology) , archaeology , world wide web