Do high-frequency measures of volatility improve forecasts of return distributions?
| Year of publication: |
2011
|
|---|---|
| Authors: | Maheu, John M. ; McCurdy, Thomas H. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 160.2011, 1, p. 69-77
|