Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleForecasting Stock Index Futures Price Volatility: Linear vs. Nonlinear Models.AuthorsNajand, MohammadAbstractFocuses on a study which examined the relative ability of various models to forecast daily stock index futures volatility. Methodology of the study; Results and discussion.SubjectsSTOCK index futures; STOCKS (Finance)PublicationFinancial Review, 2002, Vol 37, Issue 1, p93ISSN0732-8516Publication typeArticleDOI10.1111/1540-6288.00006