Cite
HARVARD Citation
Fischer, H. et al. (2016). Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?. Journal of forecasting. pp. 113-146. [Online].
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Fischer, H. et al. (2016). Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?. Journal of forecasting. pp. 113-146. [Online].