Predicting volatility: getting the most out of return data sampled at different frequencies
| Year of publication: |
2006
|
|---|---|
| Authors: | Ghysels, Eric ; Santa-Clara, Pedro ; Valkanov, Rossen |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 131.2006, 1-2, p. 59-95
|
| Publisher: |
Elsevier |