Forecasting TSEC Volatility
The study compares GARCH family models and EWMA models to identify the best algorithm for predicting volatility in Taiwan's stock market, using data from 1997 to 2023.
Featured in No. 43 on 3 Apr 2024 ·
- Released
- 31 Dec 2023
- First featured
- No. 43 · 3 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- 2
- Identifier
- SSRN 4779552
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