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Cross-border exchanges and volatility forecasting

Goyal, A.; Kallinterakis, V.; Kambouroudis, D.; Laws, J.

Authors

A. Goyal

D. Kambouroudis

J. Laws



Citation

Goyal, A., Kallinterakis, V., Kambouroudis, D., & Laws, J. (2018). Cross-border exchanges and volatility forecasting. Quantitative Finance, 18(5), 789-799. https://doi.org/10.1080/14697688.2017.1414512

Journal Article Type Article
Publication Date 2018
Deposit Date Mar 31, 2023
Journal Quantitative Finance
Print ISSN 1469-7688
Electronic ISSN 1469-7696
Publisher Taylor and Francis Group
Peer Reviewed Peer Reviewed
Volume 18
Issue 5
Pages 789-799
DOI https://doi.org/10.1080/14697688.2017.1414512
Public URL https://durham-repository.worktribe.com/output/1176737
Publisher URL https://www.tandfonline.com/doi/full/10.1080/14697688.2017.1414512