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