Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon
Year of publication: |
1999
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Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Lange, Steve |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 6.1999, 5, p. 457-477
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Publisher: |
Elsevier |
Saved in:
Online Resource
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