- Title
- Modelling and Forecasting Volatility Dynamics Using Quadratic GARCH-Factor Models: Empirical Evidence from International Foreign Exchange Markets
- Creators - without role
- Christian Lavergne - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAGMohamed Saidane - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAG
- Contributors - without role
- George I. Ellison
- Publication Details
- Stock Returns: Cyclicity, Prediction and Economic Consequences
- Series
- Financial Institutions and Services Series
- Identifiers
- 9941263109311
- Academic Unit
- Institut Montpelliérain Alexander Grothendieck - IMAG
- Language
- English
- Resource Type
- Book chapter
- Local Fields
- hal-00327476
Book chapter
Modelling and Forecasting Volatility Dynamics Using Quadratic GARCH-Factor Models: Empirical Evidence from International Foreign Exchange Markets
Stock Returns: Cyclicity, Prediction and Economic Consequences
Financial Institutions and Services Series
2009
Metrics
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