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Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?

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  • Henning Fischer
  • Ángela Blanco‐FERNÁndez
  • Peter Winker

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  • Henning Fischer & Ángela Blanco‐FERNÁndez & Peter Winker, 2016. "Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(2), pages 113-146, March.
    • Handle: RePEc:wly:jforec:v:35:y:2016:i:2:p:113-146
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