Testing for longer horizon predictability of return volatility with an application to the German DAX
By: Burkhard Raunig.
Contributors: Oesterreichische Nationalbank.
Series: Working paper -- 86.; Working papers (Oesterreichische Nationalbank) -- 86.
Publisher: Oesterreichische Nationalbank
Published: 2003
Place of publication: [Vienna]
Language: eng
Number of pages: 36
Subjects: Stock price forecasting -- Germany -- Econometric models.; Risk -- Forecasting -- Econometric models.
Notes: Includes bibliographical references (p. 19-21).