Does higher-frequency data always help to predict longer-horizon volatility?
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Published:2017
Issue:
Volume:
Page:
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ISSN:1465-1211
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Container-title:The Journal of Risk
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language:
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Short-container-title:JOR
Author:
Charoenwong Ben,Feng Guanhao
Publisher
Infopro Digital Services Limited
Subject
Strategy and Management,Finance