Open AccessFinancial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
Author(s) -
Peter Christoffersen,
Francis X. Diebold
Publication year - 2003
Language(s) - English
Resource type - Reports
DOI - 10.3386/w10009
Subject(s) - volatility (finance) , economics , finance , asset (computer security) , econometrics , financial economics , business , computer science , computer security