Predicting volatility
Subtitle: getting the most out of return data sampled at different frequencies
By: Eric Ghysels, Pedro Santa-Clara, Rossen Valkanov.
Contributors: Santa-Clara, Pedro.; Valkanov, Rossen I. 1973-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10914.; Working paper series (National Bureau of Economic Research) -- working paper no. 10914.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 43
Subjects: Economic forecasting -- Mathematical models
Notes: "November 2004."

Includes bibliographical references (p. 28-32).

Also available in PDF from the NBER world wide web site (www.nber.org).