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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 131.2006, 1, p. 59-96
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