Does higher-frequency data always help to predict longer-horizon volatility?
10.21314/JOR.2017.360
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2021
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sg-nus-scholar.10635-1937042024-04-04T00:33:28Z Does higher-frequency data always help to predict longer-horizon volatility? Charoenwong, B Feng, G FINANCE 10.21314/JOR.2017.360 Journal of Risk 19 5 55-75 2021-07-06T01:44:51Z 2021-07-06T01:44:51Z 2017-06-01 2021-07-05T07:48:00Z Article Charoenwong, B, Feng, G (2017-06-01). Does higher-frequency data always help to predict longer-horizon volatility?. Journal of Risk 19 (5) : 55-75. ScholarBank@NUS Repository. https://doi.org/10.21314/JOR.2017.360 17552842 14651211 https://scholarbank.nus.edu.sg/handle/10635/193704 Infopro Digital Services Ltd Elements |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| description |
10.21314/JOR.2017.360 |
| author2 |
FINANCE |
| author_facet |
FINANCE Charoenwong, B Feng, G |
| format |
Article |
| author |
Charoenwong, B Feng, G |
| spellingShingle |
Charoenwong, B Feng, G Does higher-frequency data always help to predict longer-horizon volatility? |
| author_sort |
Charoenwong, B |
| title |
Does higher-frequency data always help to predict longer-horizon volatility? |
| title_short |
Does higher-frequency data always help to predict longer-horizon volatility? |
| title_full |
Does higher-frequency data always help to predict longer-horizon volatility? |
| title_fullStr |
Does higher-frequency data always help to predict longer-horizon volatility? |
| title_full_unstemmed |
Does higher-frequency data always help to predict longer-horizon volatility? |
| title_sort |
does higher-frequency data always help to predict longer-horizon volatility? |
| publisher |
Infopro Digital Services Ltd |
| publishDate |
2021 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/193704 |
| _version_ |
1795374654746001408 |