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Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen - In: Journal of econometrics 131 (2006) 1, pp. 59-96
Persistent link: https://www.econbiz.de/10006747798
Cover Image
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen I. - In: Journal of econometrics 131 (2006) 1/2, pp. 59-95
Persistent link: https://www.econbiz.de/10003298564