Out‐of‐sample volatility prediction: A new mixed‐frequency approach
Year of publication: |
2019
|
---|---|
Authors: | Zhang, Yaojie ; Ma, Feng ; Wang, Tianyi ; Liu, Li |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - 2019 (23.04.)
|
Publisher: |
Wiley |
Saved in:
Online Resource
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