Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?
- Fischer, H.
- Blanco-Fernández, Á.
- Winker, P.
ISSN: 1099-131X, 0277-6693
Année de publication: 2016
Volumen: 35
Número: 2
Pages: 113-146
Type: Article
Revue:
Journal of Forecasting