【作者(必填)】[size=0.875]Dimos S. Kambouroudis
[size=0.875]David G. McMillan
[size=0.875]Katerina Tsakou


【文题(必填)】Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models

【年份(必填)】2016

【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1002/fut.21783