Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models
Date first appeared online | 29/04/2016 |
DOI | 10.1002/fut.21783 |
Authors | Tsakou K. |
Journal Name | Journal of Futures Markets |
Volume | 36 |
Documents
- paper_jfm.pdf , Book