Does Information Help Intra‐Day Volatility Forecasts?
| Year of publication: |
2013
|
|---|---|
| Authors: | McMillan, David G. ; García, Raquel Quiroga |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 1, p. 1-9
|
| Publisher: |
John Wiley & Sons, Ltd. |