Title of article :
Forecasting financial market volatility: Sample frequency vis-à-vis forecast horizon
Author/Authors :
Torben G. Andersen، نويسنده , , Tim Bollerslev، نويسنده , , Steve Lange، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 1999
Pages :
21
From page :
457
To page :
477
Keywords :
Forecast horizon , Integrated volatility , Financial market volatility
Journal title :
Journal of Empirical Finance
Serial Year :
1999
Journal title :
Journal of Empirical Finance
Record number :
130655
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130655
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