Work

Generating composite volatility forecasts with random factor betas

Year: 2007

Type: book-chapter

Source: Elsevier eBooks

DOI: 10.1016/b978-075066942-9.50020-0

Author: George A. Christodoulakis

Institution: University of Manchester

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1486868724

FWCI: 3.791

Cites: 38

Cited by: 18

Related to: 10