On the predictability of the stock market volatility: Does history matter?

European Financial Management

Volumn 4, Issue 3, 1998, Pages 293-319

  Adjaoute, Kate ^a   Bruand, Martin ^a   Gibson Asner, Rajna ^a  

^a UNIVERSITY OF LAUSANNE   (Switzerland)

Author keywords

Forecast; GARCH; Volatility; Volume

Indexed keywords

EID: 32944466955     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00068     Document Type: Article

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