An empirical study on the role of trading volume and data frequency in volatility forecasting
| Year of publication: |
2020
|
|---|---|
| Authors: | Liu, Min ; Lee, Chien‐Chiang ; Choo, Wei‐Chong |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2020, 5 (22.12.), p. 792-816
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2739 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012406764