Forecasting index volatility: Sampling interval and non-trading effects

Applied Financial Economics

Volumn 8, Issue 5, 1998, Pages 477-485

  Walsh, David M ^a   Tsou, Glenn Yu Gen ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347597179     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031098332772     Document Type: Article

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