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.
Revue:
Journal of Applied Statistics

ISSN: 1360-0532,  0266-4763

Année de publication: 2020

Volumen: 47

Número: 6

Pages: 1128-1143

Type: Article

DOI: 10.1080/02664763.2019.1666093 GOOGLE SCHOLAR

Objectifs de Développement Durable

La source de données: Scopus