Overnight information flow and realized volatility forecasting
Neda Todorova; Michael Souček
| Year of publication: |
2014
|
|---|---|
| Authors: | Todorova, Neda ; Souček, Michael |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 11.2014, 4, p. 420-428
|
| Subject: | Forecasting of realized volatility | Overnight information flow | Australian equity market | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Australien | Australia | Kapitaleinkommen | Capital income | Informationsverbreitung | Information dissemination | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Aktienmarkt | Stock market |
| 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/10011300434