Financial volatility: an introduction
Version of Record online: 28 OCT 2002
Copyright © 2002 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Special Issue: Modelling and Forecasting Financial Volatility
Volume 17, Issue 5, pages 419–424, September/October 2002
How to Cite
Franses, P. H. and McAleer, M. (2002), Financial volatility: an introduction. J. Appl. Econ., 17: 419–424. doi: 10.1002/jae.693
- Issue online: 28 OCT 2002
- Version of Record online: 28 OCT 2002
- Manuscript Revised: 5 AUG 2002
- Manuscript Received: 6 JUN 2002
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/franses001/ .
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