Title of article :
Runs tests for assessing volatility forecastability in financial time series
Author/Authors :
Fabio Bellini، نويسنده , , Gianna Figà-Talamanca، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Volatility forecasting , Runs test , Persistence measures
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
