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~isPartOf:"Applied economics"
~person:"Ma, Feng"
~subject:"ARCH model"
~subject:"COBE-implied volatility index"
~subject:"Forecasting evaluation"
~subject:"Volatilität"
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Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
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