Approaches to forecasting volatility: Models and their performances for emerging equity markets

Chaos, Solitons and Fractals

Volumn 29, Issue 3, 2006, Pages 556-565

  Pezzo, Rosanna ^a   Uberti, Mariacristina ^b  

^a RBS Greenwich Capital   (United States)

^b UNIVERSITY OF TURIN   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

MARKETING; STATISTICAL METHODS;

STOCHASTIC MODELS; VOLATILITY PROCESS;

FORECASTING;

EID: 33644928091     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.chaos.2005.08.070     Document Type: Conference Paper

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