Out‐of‐sample volatility prediction: A new mixed‐frequency approach
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhang, Yaojie ; Ma, Feng ; Wang, Tianyi ; Liu, Li |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - 2019 (23.04.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2590 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012082051