Forecasting the volatility of Australian stock returns : do common factors help?
Year of publication: |
2007
|
---|---|
Authors: | Anderson, Heather M. ; Vahid, Farshid |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 25.2007, 1, p. 76-90
|
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Australien | Australia | 1996-2000 |
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