News--Good or Bad--and Its Impact on Volatility Predictions over Multiple Horizons
| Year of publication: |
2013
|
|---|---|
| Authors: | Chen, Xilong ; Ghysels, Eric |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 24.2013, 1 (8.5.), p. 46-45
|