Does higher-frequency data always help to predict longer-horizon volatility?
10.21314/JOR.2017.360
Saved in:
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Article |
Published: |
Infopro Digital Services Ltd
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/193704 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |