Forecasting and Trading High Frequency Volatility on Large Indices

Hans-Jörg Von Mettenheim

Forecasting_and_Trading

Authors: Fei Liu, Athanasios A. Pantelous, Hans-Jorg von Mettenheim

Journal: Quantitative Finance

Link: http://dx.doi.org/10.2139/ssrn.2845491

Volume: 18

Issue: 5

Year: 2018

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