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Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data

Hallam, M and Olmo, J (2014) 'Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data.' Journal of Financial Econometrics, 12 (2). 408 - 432. ISSN 1479-8409

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Item Type: Article
Subjects: H Social Sciences > HA Statistics
H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
Divisions: Faculty of Social Sciences > Essex Business School
Faculty of Social Sciences > Essex Business School > Essex Finance Centre
Depositing User: Mark Hallam
Date Deposited: 13 Feb 2017 16:07
Last Modified: 16 Nov 2018 11:15
URI: http://repository.essex.ac.uk/id/eprint/18859

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