A test of two models in forecasting stock index futures price volatility
W. L. Randolph ; Mohammad Najand
| Year of publication: |
1991
|
|---|---|
| Authors: | Randolph, William L. |
| Other Persons: | Najand, Mohammad (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 11.1991, 2, p. 179-190
|
| Subject: | GARCH | Index-Futures | Index futures | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States | Mean Reversion | Mean reversion | 1986-1988 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001102724