Prediction power of high-frequency based volatility measures: a model based approach
| Author: | Alain Hamid |
|---|---|
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/40501 |
| ISSN: | 1863-6683OPAC |
| ISSN: | 1863-6691OPAC |
| Parent Title (English): | Review of Managerial Science |
| Publisher: | Springer Nature |
| Type: | Article |
| Language: | English |
| Year of first Publication: | 2015 |
| Release Date: | 2018/11/23 |
| Volume: | 9 |
| Issue: | 3 |
| First Page: | 549 |
| Last Page: | 576 |
| DOI: | https://doi.org/10.1007/s11846-014-0130-z |
| Institutes: | Wirtschaftswissenschaftliche Fakultät |
| Wirtschaftswissenschaftliche Fakultät / Institut für Statistik und mathematische Wirtschaftstheorie |
