Forecasting volatility in financial markets: A review

被引：910

作者：

Poon, SH ^{[1
]}

Granger, CWJ

机构：

[1] Univ Manchester, Sch Accounting & Finance, Manchester, Lancs, England

[2] Univ Calif San Diego, Dept Econ, San Diego, CA 92103 USA

来源：

JOURNAL OF ECONOMIC LITERATURE | 2003年 / 41卷 / 02期

关键词：

D O I：

10.1257/002205103765762743

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：478 / 539

页数：62

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