Work

Forecasting UK stock market volatility

Year: 2000

Type: article

Source: Applied Financial Economics

DOI: 10.1080/09603100050031561

Authors: David McMillan, Alan Speight, Owain Apgwilym

Institutions: University of St Andrews, Swansea University, University of Wales, University of Southampton

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2070537217

FWCI: 1.644

Cites: 32

Cited by: 110

Related to: 10