Forecast Improvements Using a Volatility Index

Authors
B. LeBaron
Citation
B. LeBaron, Forecast Improvements Using a Volatility Index, Journal of applied econometrics, 7(SU), 1992, pp. 137
Journal title
Journal of applied econometrics → ACNP
ISSN journal
08837252
Volume
7
Issue
SU
Year of publication
1992
Database
ICR
SICI code
0883-7252(1992)7:SU<137:FIUAVI>2.0.ZU;2-H