Special Issue on Density Forecasting in Economics and Finance - Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk
| Year of publication: |
2000
|
|---|---|
| Authors: | Granger, C.W.J. ; Sin, C.-Y. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 19.2000, 4, p. 277-298
|