Predicting stock index volatility: Can market volume help?
- Published in:
- Journal of Forecasting, 1998, v. 17, n. 1, p. 59, doi. 10.1002/(SICI)1099-131X(199801)17:1<59::AID-FOR676>3.0.CO;2-H
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Works matching IS 02776693 AND DT 1998 AND VI 17 AND IP 1
Results: 4
1
2
Ex-post and Ex-ante prediction of unobserved economic time series: A case study.
- Published in:
- Journal of Forecasting, 1998, v. 17, n. 1, p. 35, doi. 10.1002/(SICI)1099-131X(199801)17:1<35::AID-FOR673>3.0.CO;2-3
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- Article
3
Weights and robustness of model-based seasonal adjustment.
- Published in:
- Journal of Forecasting, 1998, v. 17, n. 1, p. 19, doi. 10.1002/(SICI)1099-131X(199801)17:1<19::AID-FOR681>3.0.CO;2-Z
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- Article
4
Seasonal heteroscedasticity and trends.
- Published in:
- Journal of Forecasting, 1998, v. 17, n. 1, p. 1, doi. 10.1002/(SICI)1099-131X(199801)17:1<1::AID-FOR675>3.0.CO;2-G
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- Publication type:
- Article