Work

Forecasting Volatility for Portfolio Selection

Year: 1996

Type: article

Source: Journal of Business Finance &amp Accounting

DOI: 10.1111/j.1468-5957.1996.tb00407.x

Authors: George A. Vasilellis, Nigel Meade

Institution: Imperial College London

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1998681941

FWCI: 2.394

Cites: 27

Cited by: 44

Related to: 10