A comprehensive look at financial volatility prediction by economic variables

Charlotte Christiansen, Maik Schmeling and Andreas Schrimpf

Journal of Applied Econometrics, 2012, vol. 27, issue 6, 956-977

Date: 2012
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Working Paper: A Comprehensive Look at Financial Volatility Prediction by Economic Variables (2012)
Working Paper: A Comprehensive Look at Financial Volatility Prediction by Economic Variables (2010)
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