An empirical study on the role of trading volume and data frequency in volatility forecasting
Year of publication: |
2020
|
---|---|
Authors: | Liu, Min ; Lee, Chien‐Chiang ; Choo, Wei‐Chong |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2020, 5 (22.12.), p. 792-816
|
Publisher: |
Wiley |
Saved in:
Online Resource
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