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      News—Good or Bad—and Its Impact on Volatility Predictions over Multiple Horizons

      Author(s): ,
      Publication date Created:
      Journal: Review of Financial Studies
      Publisher: Oxford University Press (OUP)

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          Conditional Heteroskedasticity in Asset Returns: A New Approach

          Daniel B. Nelson (1991)
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            Comparing Predictive Accuracy

            Roberto S. Mariano, Francis X Diebold (1995)
            Article 0 comments Cited 342 times – based on 0 reviews     Review now
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              Expected stock returns and volatility

              Kenneth French, G.William Schwert, Robert F. Stambaugh (1987)
              Article 0 comments Cited 318 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Review of Financial Studies
                Abbreviated Title: Rev. Financ. Stud.
                Publisher: Oxford University Press (OUP)
                ISSN (Print): 0893-9454
                ISSN (Electronic): 1465-7368
                Publication date Created: December 14 2010
                Publication date (Print): January 10 2011
                Volume: 24
                Issue: 1
                Pages: 46-81
                Article
                DOI: 10.1093/rfs/hhq071
                SO-VID: 76a69dee-0c1e-4a80-bc6b-e153a964f75b
                Copyright © © 2010
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