Volatility forecasts: The role of asymmetric and long-memory dynamics and regional evidence

Applied Financial Economics

Volumn 17, Issue 17, 2007, Pages 1421-1430

  Evans, Twm ^a   McMillan, David G ^b  

^a SWANSEA UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF ST ANDREWS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMMETRY; FORECASTING METHOD; MODELING; STOCK MARKET;

EID: 36148933765     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100601007149     Document Type: Article

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