Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data

  1. Hassani, H.
  2. Yeganegi, M.R.
  3. Cuñado, J.
  4. Gupta, R.
Journal:
Journal of Applied Statistics

ISSN: 1360-0532,  0266-4763

Year of publication: 2020

Volume: 47

Issue: 6

Pages: 1128-1143

Type: Article

DOI: 10.1080/02664763.2019.1666093 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus