Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data

Researcher:

Olmo Badenas, José

Congress:

European Meetings of the Econometric Society

Participation type:

Comunicación oral

Other authors:

Mark Hallam y Jose Olmo

Year:

2011

Location:

Oslo

Publication:

Mark Hallam y Jose Olmo. Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data . En: European Meetings of the Econometric Society. Oslo: , 2011