The empirical similarity approach for volatility prediction
Golosnoy, Vasyl; Hamid, Alain; Okhrin, Yarema
- 期刊名称Journal of Banking & Finance
- 作者Golosnoy, Vasyl; Hamid, Alain; Okhrin, Yarema
- 卷第40卷
- 印刷ISSN0378-4266
- 文件大小527.59KB
- 发表时间2014-03
- DOI10.1016/j.jbankfin.2013.12.009
- 页码321-329