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FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS

✍ Scribed by Michael McAleer; Marcelo C. Medeiros

Book ID: 110940631
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 212 KB
Volume: 25
Category: Article
ISSN: 0950-0804
DOI: 10.1111/j.1467-6419.2010.00640.x

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