Modelling the absolute returns of different stock indices: exploring the forecastability of an alternative measure of risk
Clive W. J. Granger, Chor-Yiu SinVolume:
19
Year:
2000
Language:
english
Pages:
22
DOI:
10.1002/1099-131x(200007)19:43.0.co;2-5
File:
PDF, 1.33 MB
english, 2000