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Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon

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  • Andersen, Torben G.
  • Bollerslev, Tim
  • Lange, Steve

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  • Andersen, Torben G. & Bollerslev, Tim & Lange, Steve, 1999. "Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 457-477, December.
    • Handle: RePEc:eee:empfin:v:6:y:1999:i:5:p:457-477
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