Volatility forecasting and microstructure noise
Eric Ghysels; Arthur Sinko
| Year of publication: |
2010
|
|---|---|
| Authors: | Ghysels, Eric ; Sinko, Arthur |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 257-271
|
| Subject: | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Prognoseverfahren | Forecasting model | Theorie | Theory | Noise Trading | Noise trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009242520