Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
- 期刊名称Management Science
- 作者Peter F. Christoffersen and Francis X. Diebold
- 卷第52卷
- 期第8期
- 印刷ISSN0025-1909
- 电子ISSN1526-5501
- 文件大小3063.26KB
- 发表时间2006-08
- DOI10.2307/20110599
- 页码1273-1287
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