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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of economics"
~isPartOf:"The journal of futures markets"
~person:"Ederington, Louis H."
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United States
ARCH model
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Estimation
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USA
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Volatility
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1989-1993
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Ederington, Louis H.
Gupta, Rangan
9
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4
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Ji, Qiang
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3
Wohar, Mark E.
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Xuan Vinh Vo
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1
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
The journal of economics
The journal of futures markets
Advances in financial economics
1
The journal of financial research
1
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ECONIS (ZBW)
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1
Forecasting volatility
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of futures markets
25
(
2005
)
5
,
pp. 465-490
Persistent link: https://www.econbiz.de/10002811542
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2
Intraday volatility in interest-rate and foreign-exchange markets : ARCH, announcement, and seasonality effects
Ederington, Louis H.
;
Lee, Jae-ha
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 517-552
Persistent link: https://www.econbiz.de/10001579721
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