Can idiosyncratic volatility help forecast stock market volatility?
Year of publication: |
2008
|
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Authors: | Taylor, Nicholas |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 24.2008, 3, p. 462-479
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States |
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