Does information help intra-day volatility forecasts?

dc.contributor.author	McMillan, David G.
dc.contributor.author	Quiroga García, Raquel
dc.date.accessioned	2013-04-09T11:48:31Z
dc.date.available	2013-04-09T11:48:31Z
dc.date.issued	2013
dc.identifier.citation	Journal of Forecasting, 32(1), p. 1-9 (2013); doi:10.1002/for.1243
dc.identifier.issn	0277-6693
dc.identifier.issn	1099-131X
dc.identifier.uri	http://hdl.handle.net/10651/13231
dc.format.extent	p. 1-9
dc.language.iso	eng
dc.relation.ispartof	Journal of Forecasting
dc.source	SCOPUS
dc.title	Does information help intra-day volatility forecasts?
dc.type	journal article
dc.identifier.local	20121640
dc.identifier.doi	10.1002/for.1243
dc.relation.publisherversion	http://dx.doi.org/10.1002/for.1243

Ficheros en el ítem

Ficheros	Tamaño	Formato	Ver
No hay ficheros asociados a este ítem.