Does information help intra-day volatility forecasts?

  1. McMillan, D.G.
  2. García, R.Q.
Journal:
Journal of Forecasting

ISSN: 0277-6693 1099-131X

Year of publication: 2013

Volume: 32

Issue: 1

Pages: 1-9

Type: Article

DOI: 10.1002/FOR.1243 GOOGLE SCHOLAR