Fischer Henning

Henning Fischer

Information about the author Henning Fischer will soon be added to the site.
Found 1 papers in total
Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?
Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?
2016
We study the performance of recently developed linear regression models for interval...
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