Predicting Volatility: Getting the Most Out of Return Data Sampled at Different Frequencies

AuthID
P-00F-RZF
3
Author(s)
Ghysels, E
·
Valkanov, R
Document Type
Proceedings Paper
Year published
2006
Published
in Journal of Econometrics, ISSN: 0304-4076
Volume: 131, Issue: 1-2, Pages: 59-95
Indexing
Publication Identifiers
Scopus: 2-s2.0-33644519378
Source Identifiers
ISSN: 0304-4076
Export Publication Metadata
Marked List
Info
At this moment we don't have any links to full text documens.