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Predicting stock-market volatility

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  • Keith Sill

Abstract

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Suggested Citation

  • Keith Sill, 1993. "Predicting stock-market volatility," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 15-28.
    • Handle: RePEc:fip:fedpbr:y:1993:i:jan:p:15-28
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    File URL: https://www.philadelphiafed.org/-/media/frbp/assets/economy/articles/business-review/1993/brjf98ks.pdf
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    Cited by:

    1. Lang, Larry H. P. & Lee, Yi Tsung, 1999. "Performance of various transaction frequencies under call markets: The case of Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 7(1), pages 23-39, February.

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    Keywords

    Stock market;

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