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Title: The effect of non-trading days on volatility forecasts in equity markets

Authors:
;
Publication Date:
Sponsoring Org.:
USDOE Office of Electricity Delivery and Energy Reliability (OE), Power Systems Engineering Research and Development (R&D) (OE-10)
OSTI Identifier:
1550261
Grant/Contract Number:  
APVV-14-0357; 1/0406/17; 1/0257/18
Resource Type:
Publisher's Accepted Manuscript
Journal Name:
Finance Research Letters
Additional Journal Information:
Journal Name: Finance Research Letters Journal Volume: 23 Journal Issue: C; Journal ID: ISSN 1544-6123
Publisher:
Elsevier
Country of Publication:
Country unknown/Code not available
Language:
English

Citation Formats

Lyócsa, Štefan, and Molnár, Peter. The effect of non-trading days on volatility forecasts in equity markets. Country unknown/Code not available: N. p., 2017. Web. doi:10.1016/j.frl.2017.07.002.
Lyócsa, Štefan, & Molnár, Peter. The effect of non-trading days on volatility forecasts in equity markets. Country unknown/Code not available. doi:10.1016/j.frl.2017.07.002.
Lyócsa, Štefan, and Molnár, Peter. Wed . "The effect of non-trading days on volatility forecasts in equity markets". Country unknown/Code not available. doi:10.1016/j.frl.2017.07.002.
@article{osti_1550261,
title = {The effect of non-trading days on volatility forecasts in equity markets},
author = {Lyócsa, Štefan and Molnár, Peter},
abstractNote = {},
doi = {10.1016/j.frl.2017.07.002},
journal = {Finance Research Letters},
number = C,
volume = 23,
place = {Country unknown/Code not available},
year = {2017},
month = {11}
}

Journal Article:
Free Publicly Available Full Text
Publisher's Version of Record
DOI: 10.1016/j.frl.2017.07.002

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