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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Applied economics"
~person:"Glaeser, Edward L."
~person:"McMillan, David G."
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Forecasting model
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Glaeser, Edward L.
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Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
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