Work

Volatility forecasting in European government bond markets

Year: 2021

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2021.03.009

Authors: Ali Gencay Özbekler, Alexandros Kontonikas, Athanasios Triantafyllou

Institutions: University of Essex, Central Bank of the Republic of Turkey

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3026472569

FWCI: 2.2

Cites: 75

Cited by: 18

Related to: 10