A comprehensive look at financial volatility prediction by economic variables
| Year of publication: |
2012
|
|---|---|
| Authors: | Christiansen, Charlotte ; Schmeling, Maik ; Schrimpf, Andreas |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 27.2012, 6, p. 956-978
|