Forecasting index volatility: sampling interval and non-trading effects

Author： Walsh David M.   Tsou Glenn Yu-Gen  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.8, Iss.5, 1998-10, pp. : 477-485

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The volatility effects of nontrading for stock market returns

By VanderWeele Tyler J.  

Applied Financial Economics, Vol. 17, Iss. 13, 2007-09 ,pp. : 1037-1041

Routledge Ltd

Access to resources Recommend Favorite

Stock return volatility in thinly traded markets. An empirical analysis of trading and non-trading processes for individual stocks in the Norwegian thinly traded equity market

By SOLIBAKKE P. B.  

Applied Financial Economics, Vol. 10, Iss. 3, 2000-06 ,pp. : 299-310

Routledge Ltd

Access to resources Recommend Favorite

Trading activity and Nifty index futures volatility: an empirical analysis

By    

Applied Financial Economics, Vol. 24, Iss. 17, 2014-09 ,pp. : 1167-1176

Routledge Ltd

Access to resources Recommend Favorite

Price volatility, trading volume, and market depth: evidence from the Japanese stock index futures market

By Watanabe Toshiaki  

Applied Financial Economics, Vol. 11, Iss. 6, 2001-12 ,pp. : 651-658

Routledge Ltd

Access to resources Recommend Favorite

Volatility forecasting performance of two-scale realized volatility

By    

Applied Financial Economics, Vol. 24, Iss. 17, 2014-09 ,pp. : 1111-1121

Routledge Ltd

Access to resources Recommend Favorite