Forecasting UK Stock Market Volatility: A Comparative Analysis of Alternate Methods

David Gordon McMillan, O ap Gwilym, A Speight

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	435-448
Journal	Applied Financial Economics
Volume	10
Publication status	Published - 2000

Cite this

@article{1d0366a14def48bc804a783cccf7d136,

title = "Forecasting UK Stock Market Volatility: A Comparative Analysis of Alternate Methods",

author = "McMillan, \{David Gordon\} and \{ap Gwilym\}, O and A Speight",

year = "2000",

language = "English",

volume = "10",

pages = "435--448",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor and Francis",

}