"Non-linear modelling and forecasting of S&P 500 volatility."

Peter Verhoeven et al. (2002)

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DOI: 10.1016/S0378-4754(01)00411-6

access: closed

type: Journal Article

metadata version: 2020-03-04

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Peter Verhoeven, Berndt Pilgram, Michael McAleer, Alistair Mees:
Non-linear modelling and forecasting of S&P 500 volatility. Math. Comput. Simul. 59(1-3): 233-241 (2002)

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