Forecasting Stock Return Volatility: A Comparison of GARCH,...

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Journal of Futures Markets 2016 / 04

Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models

Kambouroudis, Dimos S., McMillan, David G., Tsakou, Katerina
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Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21783
Date:
April, 2016
File:
PDF, 187 KB
english, 2016
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