The Economic Value of Volatility Timing in the Athens Stock Exchange
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Keywordsportfolio analysis; intraday data; optimal sampling; microstructure; volatility forecasting; covariance; Athens Stock Exchange; volatility timing.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-11-21 (All new papers)
- NEP-FMK-2009-11-21 (Financial Markets)
- NEP-MST-2009-11-21 (Market Microstructure)
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