Does higher-frequency data always help to predict longer-horizon volatility?

10.21314/JOR.2017.360

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Bibliographic Details
Main Authors: Charoenwong, B, Feng, G
Other Authors: FINANCE
Format: Article
Published: Infopro Digital Services Ltd 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/193704
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Institution: National University of Singapore

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