Forecasting the return distribution using high-frequency volatility measures
| Year of publication: |
2013
|
|---|---|
| Authors: | Hua, Jian ; Manzan, Sebastiano |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 11, p. 4381-4403
|