Volatility forecasts : the role of asymmetric and long-memory dynamics and regional evidence
Twm Evans and David G. McMillan
| Year of publication: |
2007
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|---|---|
| Authors: | Evans, Twm ; McMillan, David G. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 16/18, p. 1421-1430
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| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003605849