Longer-Term Time-Series Volatility Forecasts
Year of publication: |
2010
|
---|---|
Authors: | Ederington, Louis H ; Guan, Wei |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 45.2010, 4, p. 1055-1077
|
Saved in:
Saved in favorites
Similar items by person
-
The Hedging Performance of the New Futures Markets.
Ederington, Louis H, (1979)
-
How Markets Process Information: News Releases and Volatility.
Ederington, Louis H, (1993)
-
Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders?
Goh, Jeremy C, (1993)
- More ...