Forecasting the volatility of stock price index
Author:
Publisher
Elsevier BV
Subject
Artificial Intelligence,Computer Science Applications,General Engineering
Reference19 articles.
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3. Predicting stock index volatility: can market volume help?;Brooks;Journal of Forecasting,1998
4. Autoregressive conditional heteroscedasticity with estimator of the variance of United Kingdom inflation;Engle;Econometrica,1982
5. Volatility forecasting from multi-scale and high dimensional market data;Gavrishchaka;Neurocomputing,2003
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