An evaluation of volatility forecasting techniques

Journal of Banking and Finance

Volumn 20, Issue 3, 1996, Pages 419-438

  Brailsford, Timothy J ^a   Faff, Robert W ^b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b MONASH UNIVERSITY   (Australia)

Author keywords

ARCH models; Australia; Forecasting; Stock market volatility

Indexed keywords

EID: 0030117828     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-4266(95)00015-1     Document Type: Article

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