Work

Estimation and forecasting of stock volatility with range‐based estimators

Year: 2008

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20321

Authors: Joshy Jacob, Vipul

Institution: Indian Institute of Management Lucknow

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2049079152

FWCI: 4.659

Cites: 35

Cited by: 33

Related to: 10