A test of two models in forecasting stock index futures price volatility
Year of publication: |
1991
|
---|---|
Authors: | Randolph, William L. |
Other Persons: | Najand, Mohammad (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 11.1991, 2, p. 179-190
|
Subject: | GARCH | Index-Futures | Index futures | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States | Mean Reversion | Mean reversion | 1986-1988 |
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