A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : Evidence from over a century of data
| Year of publication: |
2020
|
|---|---|
| Authors: | Salisu, Afees A. ; Gupta, Rangan ; Ogbonna, Ahamuefula E. |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2020, 1 (15.08.), p. 384-400
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2158 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012273378