Does higher-frequency data always help to predict longer-horizon volatility?
10.21314/JOR.2017.360
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| Main Authors: | , |
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| Format: | Article |
| Published: |
Infopro Digital Services Ltd
2021
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/193704 |
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| Institution: | National University of Singapore |
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