Runs tests for assessing volatility forecastability in financial time series
| Year of publication: |
2005
|
|---|---|
| Authors: | Bellini, Fabio ; Figa-Talamanca, Gianna |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 163.2005, 1, p. 102-114
|
| Publisher: |
Elsevier |