MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets
| Year of publication: |
2009-04
|
|---|---|
| Authors: | Alper, C. Emre ; Fendoglu, Salih ; Saltoglu, Burak |
| Institutions: | İktisat Bölümü, Boğaziçi Üniversitesi |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 2009/04 |
| Source: |
Persistent link: https://www.econbiz.de/10004999550