MIDAS volatility forecast performance under market stress:...

Economics Letters 2012 Vol. 117; Iss. 2

MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets

C. Emre Alper, Salih Fendoglu, Burak Saltoglu
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
117
Year:
2012
Language:
english
DOI:
10.1016/j.econlet.2012.05.037
File:
PDF, 443 KB
english, 2012
Conversion to is in progress
Conversion to is failed