Volatility forecasting and microstructure noise
| Year of publication: |
2011
|
|---|---|
| Authors: | Ghysels, Eric ; Sinko, Arthur |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 160.2011, 1, p. 257-272
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