Modelling the absolute returns of different stock indices: exploring the forecastability of an alternative measure of risk
- 7 July 2000
- journal article
- research article
- Published by Wiley in Journal of Forecasting
- Vol. 19 (4) , 277-298
- https://doi.org/10.1002/1099-131x(200007)19:4<277::aid-for774>3.0.co;2-5
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