Work

Volatility forecasting without data-snooping

Year: 1990

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/0378-4266(90)90056-8

Authors: Elroy Dimson, Paul Marsh

Institution: London Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1963955834

FWCI:

Cites: 20

Cited by: 155

Related to: 10