Multivariate volatility forecasts for stock market indices

International Journal of Forecasting, Volume 37, Issue 2, April–June 2021, Pages 484-499

Author(s):

Ines Wilms

Department of Quantitative Economics, Maastricht University, The Netherlands

Jeroen Rombouts

ESSEC Business School, France

Christophe Croux

EDHEC Business School, France

International Journal of Forecasting, Volume 37, Issue 2, April–June 2021, Pages 484-499

Type: Academic publication
Date: le 01/04/2021
Source : International Journal of Forecasting

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