A test of two models in forecasting stock index futures price volatility

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Bibliographische Detailangaben
Veröffentlicht in:The journal of futures markets
1. Verfasser: Randolph, William L. (VerfasserIn)
Weitere Verfasser: Najand, Mohammad (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1991
Schlagworte:
1986-1988 > Index-Futures > Prognoseverfahren > Theorie > USA > Mean Reversion > GARCH > Aufsatz in Zeitschrift
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