A forecasting analysis of risk-neutral equity and Treasury volatilities

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

ISSN: 1099-131X 0277-6693

Année de publication: 2019

Volumen: 38

Número: 7

Pages: 681-698

Type: Article

DOI: 10.1002/FOR.2591 GOOGLE SCHOLAR