Optimal sampling frequency for volatility forecast models for the Indian stock markets
| Year of publication: |
2009
|
|---|---|
| Authors: | Bhattacharyya, Malay ; Kumar-M, Dileep ; Kumar, Ramesh |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 28.2009, 1, p. 38-54
|