Predicting stock volatility using after-hours information : evidence from the NASDAQ actively traded stocks
Year of publication: |
2012
|
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Authors: | Chen, Chun-Hung ; Yu, Wei-choun ; Zivot, Eric |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 28.2012, 2, p. 366-383
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Subject: | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
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