Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets
Volatility forecasting is an imperative research field in financial markets and crucial component in most financial decisions. Nevertheless, which model should be used to assess volatility remains a complex issue as different volatility models result in different volatility approximations. The conce...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Indonesia
2014-11-01
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| Series: | Indonesian Capital Market Review |
| Online Access: | http://journal.ui.ac.id/index.php/icmr/article/view/3917 |