Impact of Overnight Information on MEM-GRACH Volatility prediction
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All Author(s) ListCHU Chun Fai, LAM K.P.
Name of ConferenceInternational Symposium on Financial Engineering and Risk Management 2007 (FERM 2007)
Proceedings TitleInternational Symposium on Financial Engineering and Risk Management 2007 (FERM 2007)
Year2007
Month6
Pages6
LanguagesEnglish-United Kingdom
KeywordsGARCH modeling; volatility; MEm(multiplicative Error model)

Last updated on 2018-20-01 at 07:11