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Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?

Listed author(s):
  • Henning Fischer
  • Ángela Blanco‐FERNÁndez
  • Peter Winker

No abstract is available for this item.

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Article provided by John Wiley & Sons, Ltd. in its journal Journal of Forecasting.

Volume (Year): 35 (2016)
Issue (Month): 2 (March)
Pages: 113-146

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Handle: RePEc:wly:jforec:v:35:y:2016:i:2:p:113-146
Contact details of provider: Web page: http://www3.interscience.wiley.com/cgi-bin/jhome/2966

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