Overnight stock returns and realized volatility
Year of publication: |
2013
|
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Authors: | Ahoniemi, Katja ; Lanne, Markku |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 29.2013, 4, p. 592-604
|
Subject: | Non-parametric volatility estimation | Ranking of volatility estimators | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling |
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