Open AccessPredicting volatility: getting the most out of return data sampled at different frequencies
Author(s) -
Éric Ghysels,
Pedro Santa-Clara,
Rossen Valkanov
Publication year - 2006
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/a2gz-bv65
Subject(s) - volatility (finance) , econometrics , economics , statistics , mathematics