Jying-Nan Wang, Yuan-Teng Hsu, Hung-Chun Liu

How useful are the Various Volatility Estimators for Improving GARCH-based Volatility Forecasts? Evidence from the Nasdaq-100 Stock Index

How useful are the Various Volatility Estimators for Improving GARCH-based Volatility Forecasts? Evidence from the Nasdaq-100 Stock Index

International Journal of Economics and Financial Issues

2014-Cilt: 4 Sayı: 3

651-656

GARCH, Information value, Volatility estimator, VIX

7280

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