Forecasting stock market volatility: Further international evidence
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- Spyros Missiakoulis & Dimitrios Vasiliou & Nikolaos Eriotis, 2010. "Arithmetic mean: a bellwether for unbiased forecasting of portfolio performance," Managerial Finance, Emerald Group Publishing, vol. 36(11), pages 958-968, September.
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- Matei, Marius, 2010. "Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes," Working Papers of Institute for Economic Forecasting 100201, Institute for Economic Forecasting.
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KeywordsStock market volatility; forecasting; forecast evaluation;
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