ISBN: 9783838362786 - regime switching volatility models: analysis of turkish stock market (6 resultados)

Taschenbuch. Condición: Neu. Regime Switching Volatility Models | Analysis of Turkish Stock Market | Mehmet Ali Karadag (u. a.) | Taschenbuch | 100 S. | Englisch | 2010 | LAP LAMBERT Academic Publishing | EAN 9783838362786 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. …

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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this study, both uni-regime GARCH and Markov Regime Switching GARCH (SW-GARCH) models are examined to analyze Turkish Stock Market volatility. Various models are investigated to find out whether SW-GARCH models are an improvement on the uni-regime GARCH models in terms of modelling and forecasting Turkish Stock Market volatility. As well as using seven statistical loss functions, Superior Predictive Ability (SPA) test of Hansen (2005) and Reality Check test (RC) of White (2000) are applied to compare forecast performance of models. 100 pp. Englisch.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In this study, both uni-regime GARCH and Markov Regime Switching GARCH (SW-GARCH) models are examined to analyze Turkish Stock Market volatility. Various models are investigated to find out whether SW-GARCH models are an improvement on the uni-regime GARCH models in terms of modelling and forecasting Turkish Stock Market volatility. As well as using seven statistical loss functions, Superior Predictive Ability (SPA) test of Hansen (2005) and Reality Check test (RC) of White (2000) are applied to compare forecast performance of models.…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: KARADAG Mehmet AliMehmet Ali KARADAG, B.S. Statistics, M.S. Financial Mathematics at Middle East Technical University. Expert at Turkish Statistical Institute, Ankara. Huseyin SENTURK, B.S. Statistics, M.S. Financial Mathematics at . …

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In this study, both uni-regime GARCH and Markov Regime Switching GARCH (SW-GARCH) models are examined to analyze Turkish Stock Market volatility. Various models are investigated to find out whether SW-GARCH models are an improvement on the uni-regime GARCH models in terms of modelling and forecasting Turkish Stock Market volatility. As well as using seven statistical loss functions, Superior Predictive Ability (SPA) test of Hansen (2005) and Reality Check test (RC) of White (2000) are applied to compare forecast performance of models.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 100 pp. Englisch.…