Forecasting Daily Stock Volatility : the Role of Intraday Information and Market Conditions
Year of publication: |
[2013]
|
---|---|
Authors: | Fuertes, Ana-Maria |
Other Persons: | Kalotychou, Elena (contributor) ; Izzeldin, Marwan (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (72 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: International Journal of Forecasting (2009) Vol.25, 259-281 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1137997 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; C32 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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