On the predictive ability of several common models of volatility: an empirical test on the FOX index
| Year of publication: |
2002
|
|---|---|
| Authors: | Maukonen, Marko S. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 12.2002, 11, p. 813-826
|