Predicting the monthly volatility of the EuroStoxx 50 Index using data sampled at different frequencies. Macroeconomic forecast and analysis laboratory discussion paper

Ñíguez, T.M. 2008. Predicting the monthly volatility of the EuroStoxx 50 Index using data sampled at different frequencies. Macroeconomic forecast and analysis laboratory discussion paper. Institute Flores de Lemus, Carlos III University of Madrid.

TitlePredicting the monthly volatility of the EuroStoxx 50 Index using data sampled at different frequencies. Macroeconomic forecast and analysis laboratory discussion paper
AuthorsÑíguez, T.M.
TypeWorking paper
Year2008
PublisherInstitute Flores de Lemus, Carlos III University of Madrid
Web address (URL)http://turan.uc3m.es/uc3m/inst/FL

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