Work

Evaluating Volatility Forecasts in Various Equity Market Regimes

Year: 2017

Type: article

Author: John P. Felletter

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2807860601

FWCI:

Cites: 4

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Related to: 10