Work

Forecasting Volatility in Financial Markets: A Review

Year: 2003

Type: article

Source: Journal of Economic Literature

DOI: 10.1257/.41.2.478

Authors: Ser-Huang Poon, Clive W. J Granger

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4239754684

FWCI: 17.6

Cites:

Cited by: 803

Related to: 10