Forecasting Stock Return Volatility at the Quarterly Frequency: An Evaluation of Time Series Approaches

2010 ◽  
Author(s):  
Jonathan J. Reeves ◽  
Xuan Xie
Keyword(s):  
Time Series ◽  
Stock Return ◽  
Return Volatility ◽  
Stock Return Volatility

scholarly journals Foreign Equity Trading and Average Stock-Return Volatility

2012 ◽  
Author(s):  
Mehmet Umutlu ◽  
Levent Akdeniz ◽  
Aslihan Altay Salih
Keyword(s):  
Stock Return ◽  
Return Volatility ◽  
Stock Return Volatility ◽  
Equity Trading
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