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About this Economics, Econometrics and Finance article
Fourier Volatility Forecasting with High-frequency Data and Microstructure Noise by Barucci, Emilio; Magno, Davide; Mancino, Maria Elvira is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Barucci, Emilio; Magno, Davide; Mancino, Maria Elvira
- Publisher
- Taylor and Francis Group; Informa UK (Taylor & Francis); Taylor & Francis; Informa UK Limited (ISSN 1469-7688)
- Published
- 2012
- Field
- Economics, Econometrics and Finance (Social Sciences)