Forecasting the volatility of Nikkei 225 futures
Year of publication: |
November 2017
|
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Authors: | Asai, Manabu ; McAleer, Michael |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 11, p. 1141-1152
|
Subject: | Futures | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Japan |
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