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

AuthID
 P-00F-RZF
3
Author(s)
Ghysels, E
·
Valkanov, R
Tipo de Documento
Proceedings Paper
Year published
2006
Publicado
in Journal of Econometrics, ISSN: 0304-4076
Volume: 131, Número: 1-2, Páginas: 59-95
Indexing
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Publication Identifiers
SCOPUS: 2-s2.0-33644519378
Source Identifiers
ISSN: 0304-4076
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