- Modeling volatility of DAX index using GARCH model
Number of the records: 1  

Modeling volatility of DAX index using GARCH model

  1. ŠTALMACH, Matej. Modeling volatility of DAX index using GARCH model. In EDAMBA 2014. International scientific conference. EDAMBA 2014 : proceedings of the international scientific conference for doctoral students and young researchers : 13th - 14th november 2014, Bratislava, Slovak Republic. - Bratislava : Publishing House EKONÓM, 2014. ISBN 978-80-225-4005-6, pp. 565-573 [CD-ROM].
Number of the records: 1  

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.