PREDICTING VOLATILITY: GETTING THE MOST OUT OF RETURN DATA SAMPLED AT DIFFERENT FREQUENCIES
| Year of publication: |
2004
|
|---|---|
| Authors: | Ghysels, Eric ; Santa-Clara, Pedro ; Valkanov, Rossen |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2004, 10914
|