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~accessRights:"restricted"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Salisu, Afees A."
~subject:"Forecasting model"
~subject:"Welt"
~subject:"realized volatility"
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International journal of finance & economics : IJFE
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A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
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