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Browsing Artykuły (WNEZ) by Subject "Sign RCA-GARCH"

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Browsing Artykuły (WNEZ) by Subject "Sign RCA-GARCH"

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  • Górka, Joanna (2009-08-18)
    This paper proposes to use the following models: RCA, RCA-MA, RCA-GARCH, Sign RCA, Sign RCA-MA and Sign RCA-GARCH to obtain forecasts of conditional mean of returns. For comparison, the forecasts of conditional mean from ...

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