Stock market volatility and the forecasting performance of stock index futures
Year of publication: |
2009
|
---|---|
Authors: | Wang, Janchung |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 4, p. 277-292
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Index-Futures | Index futures | Prognoseverfahren | Forecasting model |
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