Work

Time Series Modeling and Forecasting of the Volatilities of Asset Returns

Year: 2010

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-0-387-77117-5_96

Authors: Tze Leung Lai, Haipeng Xing

Institutions: Stanford University, Stony Brook University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2235473024

FWCI:

Cites: 40

Cited by: 1

Related to: 10