Volatility Forecasts: The Role of Asymmetric and Long-Memory Dynamics and Regional Evidence

David Gordon McMillan, P Evans

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

10 Citations (Scopus)

Original language	English
Pages (from-to)	1421-1430
Journal	Applied Financial Economics
Volume	17
Publication status	Published - 2007

Cite this

@article{70e1e3d70f4343d4bd59ab862ccfb85a,

title = "Volatility Forecasts: The Role of Asymmetric and Long-Memory Dynamics and Regional Evidence",

author = "McMillan, {David Gordon} and P Evans",

year = "2007",

language = "English",

volume = "17",

pages = "1421--1430",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Routledge Taylor & Francis Group",

}