On the predictability of realized volatility using feasible GLS

Journal of Asian Economics

Volumn 28, Issue , 2013, Pages 58-66

  Bentes, Sonia R ^a   Menezes, Rui ^a  

^a INSTITUTO UNIVERSITÁRIO DE LISBOA ISCTE IUL   (Portugal)

Author keywords

Feasible GLS; Forecasting; Implied volatility; Realized volatility

Indexed keywords

EID: 84885941152     PISSN: 10490078     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asieco.2013.08.002     Document Type: Article

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