Volatility forecasting: Intra-day versus inter-day models
| Year of publication: |
2008
|
|---|---|
| Authors: | Angelidis, Timotheos ; Degiannakis, Stavros |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 18.2008, 5, p. 449-465
|