Longer-Term Time-Series Volatility Forecasts
| Year of publication: |
2010
|
|---|---|
| Authors: | Ederington, Louis H ; Guan, Wei |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 45.2010, 4, p. 1055-1077
|