Predicting volatility with realized absolute values : evidence from the Tokyo stock exchange
Year of publication: |
2012
|
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Authors: | Nagata, Shuichi |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 11.2012, 6, p. 551-558
|
Subject: | Volatilität | Volatility | Japan | Tokio | Tokyo | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
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