The effect of non-trading days on volatility forecasts in...

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The effect of non-trading days on volatility forecasts in equity markets

Lyócsa, Štefan, Molnár, Peter
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Language:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2017.07.002
Date:
July, 2017
File:
PDF, 645 KB
english, 2017
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