Forecasting UK stock market volatility

Informa UK Limited - Tập 10 Số 4 - Trang 435-448 - 2000
David G. McMillan1, Alan E. H. Speight2, Owain Apgwilym3
1Department of Economics, University of St Andrews, Fife, KY16 9AL
2Department of Economics, University of Wales, Swansea SA2 8PP, UK
3Department of Management, University of Southampton, Southampton, SO171BJ

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