Are volatility indices in international stock markets forward looking?

María Teresa González; Alfonso Novales

RACSAM (2009)

  • Volume: 103, Issue: 2, page 339-352
  • ISSN: 1578-7303

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González, María Teresa, and Novales, Alfonso. "Are volatility indices in international stock markets forward looking?." RACSAM 103.2 (2009): 339-352. <http://eudml.org/doc/43699>.

@article{González2009,
author = {González, María Teresa, Novales, Alfonso},
journal = {RACSAM},
keywords = {volatility forecasting; Granger causality},
language = {eng},
number = {2},
pages = {339-352},
title = {Are volatility indices in international stock markets forward looking?},
url = {http://eudml.org/doc/43699},
volume = {103},
year = {2009},
}

TY - JOUR
AU - González, María Teresa
AU - Novales, Alfonso
TI - Are volatility indices in international stock markets forward looking?
JO - RACSAM
PY - 2009
VL - 103
IS - 2
SP - 339
EP - 352
LA - eng
KW - volatility forecasting; Granger causality
UR - http://eudml.org/doc/43699
ER -

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