Volatility forecasting without data-snooping
Subject
Finance
Publishing details
in Batchelor R and Dua P eds., Financial forecasting, Edward Elgar/Elsevier, 2004
Authors / Editors
Dimson E; Marsh P R
Publication Year
2004
Publication Notes
Republished from Journal of Banking & Finance (see separate entry)
Publication Research Centre
Institute of Finance and Accounting