Title of article
Runs tests for assessing volatility forecastability in financial time series
Author/Authors
Fabio Bellini، نويسنده , , Gianna Figà-Talamanca، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
13
From page
102
To page
114
Keywords
Volatility forecasting , Runs test , Persistence measures
Journal title
European Journal of Operational Research
Serial Year
2005
Journal title
European Journal of Operational Research
Record number
215354
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