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Forecasting the volatility of Nikkei 225 futures |
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| Authors: | Manabu Asai Michael McAleer |
| Affiliation: | 1. Faculty of Economics, Soka University, Tokyo, Japan;2. Department of Quantitative Finance, National Tsing Hua University, Taiwan, China;3. Department of Econometrics Netherlands, Erasmus Universiteit Rotterdam, Rotterdam, The Netherlands;4. Department of Quantitative Economics, Complutense University of Madrid, Madrid, Spain;5. Institute of Advanced Sciences, Yokohama National University, Yokohama, Japan |
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