Forecasting UK stock market volatility
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603100050031561
Reference31 articles.
1. Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts
2. Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH
3. A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
4. Generalized autoregressive conditional heteroskedasticity
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