%0 Journal Article %1 Ghysels2006 %A Ghysels, Eric %A Santa-Clara, Pedro %A Valkanov, Rossen %D 2006 %J Journal of Econometrics %K Model selection %N 1-2 %P 59--95 %T Predicting volatility: getting the most out of return data sampled at different frequencies %U http://www.sciencedirect.com/science/article/B6VC0-4FJV1YJ-1/2/f4df3a186b032d238b096ce22902eb4d %V 131

@article{Ghysels2006, added-at = {2008-04-21T22:02:42.000+0200}, author = {Ghysels, Eric and Santa-Clara, Pedro and Valkanov, Rossen}, biburl = {https://www.bibsonomy.org/bibtex/228ea732865e5c9d4de7204d5b1920269/smicha}, description = {Journal of Econometrics}, interhash = {015c2505cdd5377dfef14c1a28997694}, intrahash = {28ea732865e5c9d4de7204d5b1920269}, journal = {Journal of Econometrics}, keywords = {Model selection}, month = {00}, number = {1-2}, pages = {59--95}, timestamp = {2008-04-21T22:03:49.000+0200}, title = {Predicting volatility: getting the most out of return data sampled at different frequencies}, url = {http://www.sciencedirect.com/science/article/B6VC0-4FJV1YJ-1/2/f4df3a186b032d238b096ce22902eb4d}, volume = 131, year = 2006 }