MULTIVARIATE FRACTIONALLY INTEGRATED APARCH MODELING OF STOCK MARKET VOLATILITY: A MULTI-COUNTRY STUDY

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CONRAD C.; KARANASOS M.; ZENG N.

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Journal Paper

Paper Information

Journal: JOURNAL OF EMPIRICAL FINANCE Year:2011 | Volume:18 | Issue:1 Page(s): 147-159

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Information Journal Paper

Title

MULTIVARIATE FRACTIONALLY INTEGRATED APARCH MODELING OF STOCK MARKET VOLATILITY: A MULTI-COUNTRY STUDY

Author(s)

CONRAD C. | KARANASOS M. | ZENG N. | Issue Writer Certificate

Keywords

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Abstract

Cites

LONG MEMORY INVESTIGATION AND APPLICATION OF WAVELET DECOMPOSITION TO IMPROVE THE PERFORMANCE OF STOCK MARKET VOLATILITY FORECASTING

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APA: Copy

CONRAD, C., KARANASOS, M., & ZENG, N.. (2011). MULTIVARIATE FRACTIONALLY INTEGRATED APARCH MODELING OF STOCK MARKET VOLATILITY: A MULTI-COUNTRY STUDY. JOURNAL OF EMPIRICAL FINANCE, 18(1), 147-159. SID. https://sid.ir/paper/647381/en

Vancouver: Copy

CONRAD C., KARANASOS M., ZENG N.. MULTIVARIATE FRACTIONALLY INTEGRATED APARCH MODELING OF STOCK MARKET VOLATILITY: A MULTI-COUNTRY STUDY. JOURNAL OF EMPIRICAL FINANCE[Internet]. 2011;18(1):147-159. Available from: https://sid.ir/paper/647381/en

IEEE: Copy

C. CONRAD, M. KARANASOS, and N. ZENG, “MULTIVARIATE FRACTIONALLY INTEGRATED APARCH MODELING OF STOCK MARKET VOLATILITY: A MULTI-COUNTRY STUDY,” JOURNAL OF EMPIRICAL FINANCE, vol. 18, no. 1, pp. 147–159, 2011, [Online]. Available: https://sid.ir/paper/647381/en

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