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International journal of forecasting
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Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
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Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
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