The predictive value of temporally disaggregated volatility: evidence from index futures markets
| Year of publication: |
2008
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|---|---|
| Authors: | Taylor, Nicholas |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 27.2008, 8, p. 721
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