Comparison of the GARCH, EGARCH, GJR-GARCH and TGARCH model in times of crisis for the S&P500, NASDAQ and Dow-Jones

Additional Metadata
Keywords	Volatility forecasting; GARCH; stock market crashes
Thesis Advisor	Bhuyan, A.
Persistent URL	hdl.handle.net/2105/59759
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Dol, M.N. (2021, November 4). Comparison of the GARCH, EGARCH, GJR-GARCH and TGARCH model in times of crisis for the S&P500, NASDAQ and Dow-Jones. Business Economics. Retrieved from http://hdl.handle.net/2105/59759

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