A forecasting analysis of risk-neutral equity and Treasury volatilities

  1. González-Urteaga, A.
  2. Nieto, B.
  3. Rubio, G.
Journal:
Journal of Forecasting

ISSN: 1099-131X,  0277-6693

Year of publication: 2019

Volume: 38

Issue: 7

Pages: 681-698

Type: Article

DOI: 10.1002/FOR.2591 GOOGLE SCHOLAR
Data source: Scopus