On forecasting daily stock volatility : the role of intraday information and market conditions
Ana-Maria Fuertes; Marwan Izzeldin; Elena Kalotychou
| Year of publication: |
2009
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|---|---|
| Authors: | Fuertes, Ana María ; Izzeldin, Marwan ; Kalotychou, Elena |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 25.2009, 2, p. 259-281
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| Subject: | Volatilität | Volatility | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003870053