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E EVIER Journal of Empirical Finance 6 (1999) 457-477 *— www.elsevier.com . Second, the analysis in AB is restricted to a 1-day forecast horizon only. price of the asset, where the unit interval corresponds to one day. week, to 1 month, i.e., h = 1, 5, 20, based on discretely sampled daily, wee
Detailed Information
| Author: | Unknown |
|---|---|
| Publication Year: | 2000 |
| Pages: | 21 |
| Language: | English |
| File Size: | 1 |
| Format: | |
| Price: | FREE |
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