%0 Journal Article %1 Andersen1999 %A Andersen, Torben G. %A Bollerslev, Tim %A Lange, Steve %D 1999 %J Journal of Empirical Finance %K Financial market volatility %N 5 %P 457--477 %T Forecasting financial market volatility: Sample frequency vis-à-vis forecast horizon %U http://www.sciencedirect.com/science/article/B6VFG-405KF8G-3/1/bb78dcd3e48eae59fd3f2de9c9ee1afe %V 6

@article{Andersen1999, added-at = {2008-04-23T22:05:04.000+0200}, author = {Andersen, Torben G. and Bollerslev, Tim and Lange, Steve}, biburl = {https://www.bibsonomy.org/bibtex/2e44f5b9e72936206cdfcf769ecb5bed3/smicha}, interhash = {2a24cd37d560e9f93b674cd655e92cb3}, intrahash = {e44f5b9e72936206cdfcf769ecb5bed3}, journal = {Journal of Empirical Finance}, keywords = {Financial market volatility}, month = Dec, number = 5, pages = {457--477}, timestamp = {2008-04-23T22:06:23.000+0200}, title = {Forecasting financial market volatility: Sample frequency vis-{\`a}-vis forecast horizon}, url = {http://www.sciencedirect.com/science/article/B6VFG-405KF8G-3/1/bb78dcd3e48eae59fd3f2de9c9ee1afe}, volume = 6, year = 1999 }