Work

Practical Issues in Forecasting Volatility

Year: 2005

Type: article

Source: Financial Analysts Journal

DOI: 10.2469/faj.v61.n1.2683

Authors: Ser-Huang Poon, Clive Granger

Institutions: University of Manchester, University of California San Diego

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2002014776

FWCI: 18.22

Cites: 36

Cited by: 228

Related to: 10