Forecasting Index Volatility: Sampling Interval and Non-Trading Effects

D. Walsh, G. Tsou

Research output: Chapter in Book/Conference paperOther chapter contribution

Original languageEnglish
Title of host publicationNot available
Place of PublicationDepartment of Accounting and Finance, UW
Publication statusPublished - 1997

Cite this

Walsh, D., & Tsou, G. (1997). Forecasting Index Volatility: Sampling Interval and Non-Trading Effects. In Not available Department of Accounting and Finance, UW.