VOLATILITY: NO NEWS IS BAD NEWS - How to augment Garch estimates of volatility with the timing of critical news and data releases
| Year of publication: |
1998
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|---|---|
| Authors: | Mavroeidis, Sophocles ; Robinson, Gary ; Tavill, Suzanne |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 11.1998, 7, p. 53-55
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