Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Grigoryeva, Lyudmila and Ortega, Juan-Pablo and Peresetsky, Anatoly (2015): Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. |
Classification: | C32 - Time-Series Models ; C5 - Econometric Modeling |
Source: | BASE |
Persistent link: https://www.econbiz.de/10015247682