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. - John Wiley & Sons, Ltd.. - Vol. 27.2012, 6, p. 956-977
|
| Publisher: |
John Wiley & Sons, Ltd. |