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Forecasting accuracy of stochastic volatility, GARCH and EWMA models under different volatility scenarios
Ding, Jie; Meade, Nigel - In: Applied financial economics 20 (2010) 10/12, pp. 771-783
Persistent link: https://www.econbiz.de/10009009838
Cover Image
Forecasting accuracy of stochastic volatility, GARCH and EWMA models under different volatility scenarios
Ding, Jie; Meade, Nigel - In: Applied financial economics 20 (2010) 10, pp. 771-784
Persistent link: https://www.econbiz.de/10008424753