Artigo
- Título:
- On the Predictability of Realized Volatility Using Feasible GLS
- Autores:
-
Rui Menezes
(U Lisboa)
Sónia R. Bentes
(U Lisboa)
- Revista:
-
Journal Of Asian Economics
- Ano:
- 2013
- Volume:
- 28
- Páginas:
- 58-66
- Códigos JEL:
-
C53 - Forecasting and Other Model Applications
G12 - Asset Pricing; Trading volume; Bond Interest Rates
O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
P34 - Financial Economics
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