Long-run Volatility Dependencies in Intraday Data and Mixture of Normal Distributions, in Developments in Forecast Combination and Portfolio Choice, Dunis, C., Timmermann, A., Moody, J., ed. John Wiley, chapter 6, 145-157.

Sébastien Laurent; Aurélie Boubel

Long-run Volatility Dependencies in Intraday Data and Mixture of Normal Distributions, in Developments in Forecast Combination and Portfolio Choice, Dunis, C., Timmermann, A., Moody, J., ed. John Wiley, chapter 6, 145-157.

Sébastien Laurent, Aurélie Boubel

Research output: Other contribution

Original language	English
Publication status	Published - 2001

Cite this

@misc{7da26839e73c4351b9cb7dde9547624c,

title = "Long-run Volatility Dependencies in Intraday Data and Mixture of Normal Distributions, in Developments in Forecast Combination and Portfolio Choice, Dunis, C., Timmermann, A., Moody, J., ed. John Wiley, chapter 6, 145-157.",

author = "S{\'e}bastien Laurent and Aur{\'e}lie Boubel",

year = "2001",

language = "English",

type = "Other",

}