Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra; Barai, Parama; Rajib, Prabina
- 期刊名称Applied Economics
- 作者Pati, Pratap Chandra; Barai, Parama; Rajib, Prabina
- 印刷ISSN0003-6846
- 电子ISSN1466-4283
- 文件大小2226.19KB
- 发表时间2017-11-28
- DOI10.1080/00036846.2017.1403557
- 页码1-17