Where did the GARCH Models Perform Best in Terms of Volatility Forecasting? Equity vs. Commodities Markets Journal title: Academic Journal of Economic Studies Authors: Iulian Lolea Subject(s):
Do search engine data improve financial time series volatility predictions in different market periods? An empirical analysis on major world financial indices. Journal title: INTERNATIONAL JOURNAL OF COMPUTERS & TECHNOLOGY Authors: Dimche Risteski, Danco Davcev Subject(s):
