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Results for Conditional variance
Publications & Outputs
On forecasting daily stock volatility: the role of intraday information and market conditions
Fuertes, A-M.
,
Izzeldin, M.
&
Kalotychou, E.
,
6/01/2009
,
In:
International Journal of Forecasting.
25
,
2
,
p. 259-281
23 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review