Volatility Estimation and Forecasts based on Price Durations

Hong, Seok Young and Nolte, Ingmar and Taylor, Stephen and Zhao, Vera (2021) Volatility Estimation and Forecasts based on Price Durations. Journal of Financial Econometrics. ISSN 1479-8409 (In Press)

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Item Type:
Journal Article
Journal or Publication Title:
Journal of Financial Econometrics
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2000/2002
Subjects:
ID Code:
151427
Deposited By:
Deposited On:
05 Feb 2021 10:25
Refereed?:
Yes
Published?:
In Press
Last Modified:
05 Feb 2021 10:25