A comprehensive look at financial volatility prediction by economic variables
Version of Record online: 11 AUG 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Special Issue: Themes on Modelling Volatility
Volume 27, Issue 6, pages 956–977, September/October 2012
How to Cite
Christiansen, C., Schmeling, M. and Schrimpf, A. (2012), A comprehensive look at financial volatility prediction by economic variables. J. Appl. Econ., 27: 956–977. doi: 10.1002/jae.2298
- Issue online: 18 SEP 2012
- Version of Record online: 11 AUG 2012
- Manuscript Revised: 29 MAY 2012
- Manuscript Received: 18 MAY 2011
Supporting information may be found in the online version of this article.
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/christiansen001/
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