Volatility forecasting with smooth transition exponential smoothing
| Year of publication: |
2004
|
|---|---|
| Authors: | Taylor, James W. |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 20.2004, 2, p. 273-286
|
| Publisher: |
Elsevier |