An Empirical Study on Volatility Forecasting Models: The Case of the U. S. Market
Author(s) -
류두진
Publication year - 2012
Publication title -
korean journal of financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2012.11.3.003
Subject(s) - volatility (finance) , econometrics , economics , financial economics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom