Are volatility indices in international stock markets forward looking? (Q5852472)
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scientific article; zbMATH DE number 5663438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Are volatility indices in international stock markets forward looking? |
scientific article; zbMATH DE number 5663438 |
Statements
Are volatility indices in international stock markets forward looking? (English)
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27 January 2010
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volatility forecasting
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Granger causality
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