Work

Forecasting accuracy of stochastic volatility, GARCH and EWMA models under different volatility scenarios

Year: 2010

Type: article

Source: Applied Financial Economics

DOI: 10.1080/09603101003636188

Authors: Jie Ding, 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: W2122071007

FWCI: 0.557

Cites: 29

Cited by: 34

Related to: 10