Are volatility indices in international stock markets forward looking?
González, María Teresa ; Novales, Alfonso
RACSAM, Tome 103 (2009), p. 339-352 / Harvested from Biblioteca Digital de Matemáticas
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Publié le : 2009-01-01
DMLE-ID : 6202 
@article{urn:eudml:doc:43699,
     title = {Are volatility indices in international stock markets forward looking?},
     journal = {RACSAM},
     volume = {103},
     year = {2009},
     pages = {339-352},
     zbl = {1180.62150},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:43699}
}

González, María Teresa; Novales, Alfonso. Are volatility indices in international stock markets forward looking?. RACSAM, Tome 103 (2009) pp. 339-352. http://gdmltest.u-ga.fr/item/urn:eudml:doc:43699/