Work

Volatility modelling and forecasting in finance

Year: 2007

Type: book-chapter

Source: Elsevier eBooks

DOI: 10.1016/b978-075066942-9.50003-0

Authors: Linlan Xiao, Abdurrahman Aydemir

Institutions: Western University, Statistics Canada

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W173298801

FWCI: 0.777

Cites: 335

Cited by: 21

Related to: 10