The role of market indices in forecasting stocks’ volatility: A HAR framework using a mixed sampling approach

M. Izzeldin, V. Pappas

Research output: Working paper

Original languageEnglish
Place of PublicationLancaster, U. K.
PublisherLancaster University Management School
Publication statusPublished - 2014

Cite this

Izzeldin, M., & Pappas, V. (2014). The role of market indices in forecasting stocks’ volatility: A HAR framework using a mixed sampling approach. Lancaster University Management School.