Predicting Stock Volatility Using After-Hours Information
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References listed on IDEAS
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-01-24 (All new papers)
- NEP-FMK-2009-01-24 (Financial Markets)
- NEP-FOR-2009-01-24 (Forecasting)
- NEP-MST-2009-01-24 (Market Microstructure)
- NEP-RMG-2009-01-24 (Risk Management)
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