Forecasting stock market volatility in central and Eastern European countries

Journal of Forecasting

Volumn 31, Issue 6, 2012, Pages 490-503

  Harrison, Barry ^a   Moore, Winston ^b  

^a NOTTINGHAM TRENT UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF THE WEST INDIES   (Jamaica)

Author keywords

CEE countries; stock market; volatility

Indexed keywords

COMMERCE; FINANCIAL MARKETS; FORECASTING;

ASYMMETRIC VOLATILITY; CEE COUNTRIES; CENTRAL AND EASTERN EUROPEAN COUNTRIES; FORECAST VOLATILITY; MODELLING AND FORECASTING; PREDICTIVE POWER; STOCK MARKET VOLATILITY; VOLATILITY;

INVESTMENTS;

EID: 84865138763     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1214     Document Type: Review

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