Forecasting stock market volatility: Further international evidence
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ercan Balaban & Charalambos Th. Constantinou, 2006. "Volatility clustering and event-induced volatility: Evidence from UK mergers and acquisitions," The European Journal of Finance, Taylor & Francis Journals, vol. 12(5), pages 449-453.
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KeywordsStock market volatility; forecasting; forecast evaluation;
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