Volume, Intraday and Overnight Returns for Volatility Prediction : Profitability or Accuracy?
Year of publication: |
2013
|
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Authors: | Fuertes, Ana-Maria |
Other Persons: | Kalotychou, Elena (contributor) ; Todorovic, Natasa (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Rentabilität | Profitability |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Quantitative Finance and Accounting (Forthcoming) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 27, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1438041 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; C32 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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