On forecasting daily stock volatility: The role of intraday information and market conditions
| Year of publication: |
2009
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|---|---|
| Authors: | Fuertes, Ana-Maria ; Izzeldin, Marwan ; Kalotychou, Elena |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 25.2009, 2, p. 259-282
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