Work

Forecasting volatility

Year: 2005

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20146

Authors: Louis H. Ederington, Wei Guan

Institutions: University of Oklahoma, University of South Florida St. Petersburg

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4239912231

FWCI: 3.416

Cites: 23

Cited by: 51

Related to: 10