Predicting stock index volatility: can market volume help?

• 1 January 1998
• journal article
• research article
• Published by Wiley in Journal of Forecasting
• Vol. 17  (1) , 59-80
• https://doi.org/10.1002/(sici)1099-131x(199801)17:1<59::aid-for676>3.3.co;2-8

Abstract

Keywords

• STOCK INDEX VOLATILITY
• VOLUME
• PREDICTION
• TIME-SERIES MODELS
• GARCH