Forecasting Volatility: Evidence from the German Stock Market

Author

H. Bluhm
Jun YU, Singapore Management UniversityFollow

Publication Type

Presentation

Publication Date

2002

Discipline

Economics

Research Areas

Econometrics

Publication

Modelling and Forecasting Financial Volatility

Citation

Bluhm, H. and YU, Jun. Forecasting Volatility: Evidence from the German Stock Market. (2002). Modelling and Forecasting Financial Volatility.
Available at: https://ink.library.smu.edu.sg/soe_research/1113