Forecasting volatility: Roles of sampling frequency and...

Forecasting volatility: Roles of sampling frequency and forecasting horizon

Wing Hong Chan, Xin Cheng, Joseph K.W. Fung
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Volume:
30
Year:
2010
Language:
english
Pages:
25
DOI:
10.1002/fut.20476
File:
PDF, 576 KB
english, 2010
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