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Search: subject:"GJR-based volatility forecasting"
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GJR-based volatility forecasting
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Range-based volatilities
2
SPA test
2
VIX index
2
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English
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Hung, Jui-Cheng
2
Chang, Matthew C.
1
Ni, Ren-Xi
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Economics Bulletin
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The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500
Hung, Jui-Cheng
;
Ni, Ren-Xi
;
Chang, Matthew C.
- In:
Economics Bulletin
29
(
2009
)
4
,
pp. 2592-2604
their benefits on the
GJR-based
volatility
forecasting
performance. To reveal the statistical significance and ensure …
Persistent link: https://www.econbiz.de/10008562794
Saved in:
2
The information contents of vix index and range-based volatility on volatility forecasting performance of s&p 500
Hung, Jui-Cheng
- In:
Economics Bulletin
29
(
2009
)
3
,
pp. 24-24
their benefits on the
GJR-based
volatility
forecasting
performance. To reveal the statistical significance and ensure …
Persistent link: https://www.econbiz.de/10008563093
Saved in:
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