The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range
Neda Todorova; Michael Souček
| Year of publication: |
2014
|
|---|---|
| Authors: | Todorova, Neda ; Souček, Michael |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 36.2014, p. 332-340
|
| Subject: | Volatility forecasting | HAR model | Realized range | Overnight returns | Trading volume | Number of trades | Handelsvolumen der Börse | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| 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/10010415483